Happened on my Nokia (s60, not WinMo) and BlackBerry as well... and a zillion other phones all over the continent. Talk to your dealer, there are two software updates for the radio that may help, and if not they'll replace it with an improved unit.
I had software version 1.03, which is the newest, and mine still did it. The trick seems to be if you do NOT get the extremely annoying "Transfer Complete" message, then your deck is crap - if you DO get that message, then everything should be dandy.
Kia has had constant trouble with their BT, this is no secret... nearly every model of car and every series of radio for the past couple years has been plagued by problems. Some of these are because BT itself has gone through several revisions and versions, and it's tough to make something that works perfectly with 'everything' (case in point: Windows). But lately the bulk of the problems have been with the BT antenna/reception/etc and that is something internal, and non-serviceable.