I work in a proyect which need to implement an special protocol through Bluetooth.

The first version has worked good, but now in the new version of the protocol we have new parameters ("COD filter" and "Service Name") and we have problem with them.

The default setting for Class Of Device (COD) filter is desactivated, then not problem.

But the "Service Name" is set to a one word, and I can not get it to connect properly, and I can not find any place where explain their operation or the method for changing this parameter in the PDA. 

Are you creating the server or client?  Are you using BluetoothListener?  Which platform are you targetting Win32 or WM?

If using BluetoothListener, then you can set both the ServiceName and CoD bits.  On Win32 set the listener's ServiceClass property (http://inthehand.com/library/html/P_InTheHand_Net_Sockets_BluetoothListener_ServiceClass.htm)  That's ignored on WinCE/WM as there's no way to do that on that platform, so you'd need to edit the Registry to change the value there.

For the ServiceName you'd need to create a ServiceRecord containing it -- along with the standard stuff.  ObexListener does this for instance.  See the last section in the user's guide document which shows how to do this.

I've also got some code ready to check-in that gives a helper class to build such records.  So you could wait a wee while until I do that, tomorrow for sure, then download the sources, and build the library locally.

On setting the CoD on WM/WinCE, I've just added the following to the documentation on the BluetoothListener.ServiceClass property:

        /// <para><note>Supported on Win32, but not supported on WindowsMobile/WinCE
        /// as there's no native API for it.  The WindowCE section of MSDN mentions the
        /// Registry value <c>COD</c> at key <c>HKEY_LOCAL_MACHINE\Software\Microsoft\Bluetooth\sys</c>.
        /// However my (Jam) has value 0x920100 there but advertises a CoD of 0x100114,
        /// so its not clear how the values relate to each other.
        /// </note>

Maybe you could try changing its value and see if changes are reflected in the CoD value the device advertises.

On creating Service Records containing Service Names etc, see the new ServiceRecordBuilder class (see the code in the codeplex repository).  It should make that a simple task...