Not to worry! While the Control:III is a great device and generally works extremely well, it can be a little tricky to pair. Watch this video and see if it corrects the issue (it will 99% of the time).
The MAIN thing to note is after you you select "BT" mode, WAIT until the screen "refreshes" and THEN press disc 5 as outlined in the video. If you rush this step, it won't work.