Wireless Headphones Aren't Connecting

Hello,

I have a Dell Inspiron 3537 and trying to connect my Sony MDR-ZX770BN headphones. They are able to pair via bluetooth, but when I try to connect them to the laptop to make them the only audio device, it says that there is no connection at all. I've tried downloading new drivers such as Bios and new bluetooth drivers, but I can't even do that properly. The bluetooth driver won't download because it says to 'activate bluetooth wireless switch' which I clearly have.

I've attached a screenshot of the no connection shown between the headphones and the laptop, even though bluetooth is on..

Any help is much appreciated!

James