I have Windows 7. I do not know if this works the same for other versions of Windows.

1. Go to Device Manager
2. Double-click on Bluetooth Radios
3. Double-click on the Bluetooth Adapter
4. Click on Power Management
5. UNCHECK “Allow the computer to turn off this device to save power.”
6. Click OK and then X out of Device Manager
7. Reboot your computer.  You may have to totally shut down and then start back up.