I would recommend my library 32feet.NET it provides Bluetooth and OBEX support on .NET. You can easily send a file/object via OBEX e.g.
' The host part of the URI is the device address, e.g. IrDAAddress.ToString(),
' and the file part is the OBEX object name.
Dim addr As String = "112233445566"
Dim uri As New Uri("obex://" & addr & "/HelloWorld.txt")
Dim req As New ObexWebRequest(uri)
req.ReadFile("Hello World.txt")
Dim rsp As ObexWebResponse = CType(req.GetResponse(),ObexWebResponse)
Console.WriteLine("Response Code: {0} (0x{0:X})", rsp.StatusCode)
See the User Guide, http://inthehand.com/content/32feet.aspx, and http://32feet.codeplex.com/
I don't know about links in a message. I suppose if you send a note a hyperlink will be recognized and the user can click on it.