I had trouble getting the Trophy to pair with my phone too. Keep trying, it'll finally hook up.
I'm sure you already know, but one needs to be put in 'discoverable mode' usually, or be able to scan for other devices. Usually once the second device discovers the first, a code must be input, normally '0000' or '1234'.... Details are in the device manuals and the Trophy Audio manual... and lots on-line of course..
If you plug the phone into the USB, I don't think anything will show unless the phone has a memory card in it. My Samsung Proclaim needs you to acknowledge the connection, and choose if it is just for charging or for USB "Mass Storage Mode". If you select USB, the phone functions are disabled. This prompt is enabled it the "USB Settings" menu, "Ask on Plug" is the feature to enable.
Theoretically the bike should be able to play music on the SD card but I've not tried that with my Trophy...
I don't use the radio much anyway, I'd rather hear the bike and the wind. USA TT's only come with the radio. Truth be known I'd rather have the extra under-seat storage. But seeing as it's there I do putz with it once in a while, I'd normally use it on the slab in the rain.. (:>
No idea if BT has to be enabled on the TT by the shop, but of course you need to enable it on the phone... BT on the bike has always worked on mine..