How can I get Bluetooth Share application on my Lumia phone?

Download and install the Bluetooth Share app from this link. It is compatible with Lumia 800, 900, 710, 610, 510 and 505 running on Windows Phone 7.8. To update your phone you need to have the Zune PC software or Windows Phone App (Mac OS) installed on your computer.

Note that due to licensing arrangements with the Bluetooth providers, Bluetooth Share service is specific to certain countries.