If you are using the first-generation device (white) you can pair your phone to your device via Bluetooth. The connection will be much faster if you pair a device via Bluetooth settings. Pairing code is either "1234" or "0000".
If you are using the next-generation device (black) you DO NOT need to pair your phone to your device via Bluetooth.
To read more about the difference between the first-generation and the next-generation devices you can click HERE.