cannot program cannot connect with Arduino etc
You have to upload the sketch to the arduino with the bluetooth module disconnected
http://blogs.msdn.com/b/devschool/archive/2014/06/05/arduino-or-netduino-adding-bluetooth-using-the-jy-mcu-hc-06-v1-xx.aspx
http://robotosh.blogspot.co.uk/2012/07/arduino-jy-mcu-bluetooth.html