I have the same problem.
I am using my macbook and i am running Windows Vista. My wiimote is connected with the default bluetooth driver: Apple Built-in Bluetooth alongside with Microsoft Bluetooth Enumerator.
After connecting the wiimote and trying out the WiimoteTest.exe that is found with the WiimoteLib download, my wiimote is registering everything correctly..., but WiiDesktopVr still says I do not have a wiimote connected. I had tried using BlueSoleil, but version 2.6 was not picking up the wiimote, and then i upgraded to version 5.0.5 and then it would only register as "Can not start Bluetooth. Bluetooth hardware is not found."
I have DirectX 10...since it is automatically installed with Vista and I have installed Visual C# Express...even though this program doesn't require it, but since the finger tracking software required it, I decided to install it as well (I installed it before running anything).