You need to hit OK in the dialog _before_ you enter the code:

1- Power up the keyboard
2- Run "Bluetooth Keyboard" from control panel
3- Select "Pair" (it finds the keyboard)
4- Select the keyboard, OK
5- N800 gives me a passcode
6 - Press OK in the dialog
7 - Wait for the Fn led on the SU-8W to light up
8 - Enter the code on the keyboard (with no function key), hit enter
(9 - The dialog is automatically dismissed when you hit enter on the BT keyboard)