I tried messing around with my Curve, and I did run into the same problem with one particular song. However, I was also able to send two other songs without a glitch. I'm not sure what the issue here is. Maybe an issue with the file name (too long, odd characters, etc.), or maybe the file size. I tried to send a 10 mb file that failed...
However, both the 3mb and 4mb files went through fine. Keep on trying mate. Maybe you'll find something. There are lots of issues with music file transfers via Bluetooth, well documented on other forums... Here's a suggestion: if you can, convert the music file to a smaller file (either lower quality or another format) and then try again.