Transferring information to new phone through Bluetooth?

I just got a new phone, and I know I am suppose to be able to transfer pictures and data from one phone to the other (Transferring from Samsung T239 to Samsung Gravity QWERTY), using Bluetooth. Both phones have this installed, but both of them need a SIM card to operate. I only have one SIM card, so I am wondering how I could get this to work? I am new to this technology, so any help would be great. Thanks!