Hi christine_540
According to Sony's website, the iPhone 4S and BT3600U are compatible (http://www.sony.co.uk/support/en/product/MEX-BT3600U/compatibility), so this is a bit of a strange one.
My suggestion would be to make sure that the BT3600U is put in 'pairing' mode so that your iPhone can 'see' the car stereo (forgive me if I'm just saying stuff you've already tried). To do this firstly press, and hold down for about 5 seconds the 'BT' button on your BT3600U until the Bluetooth symbol starts flashing on the car stereo's display. While this is flashing, on your iPhone go to 'Settings' then 'General' then 'Bluetooth' and switch the Bluetooth function on. You should get a list of available devices (it might take a moment or two), and you need to look for a device called 'XPLOD'. Select this, and if you are asked for a PIN or passcode or words to that effect, enter 0000 (four zeros) on your iPhone. If pairing is successful, the symbol on the car stereo's display should stop flashing and stay on, and that should be it.
Connection should be automatic once the stereo and your iPhone are paired, but I'm not sure how iPhones are configured, so if you do need to connect manually, make sure Bluetooth is set to 'on' on the BT3600U (the symbol is illuminated in the display - if not press and hold the 'BT' button for three seconds until it does light up), and then press the 'SOURCE' button until 'BT PHONE' appears on the display. Then, making sure that Bluetooth is also switched to 'on' on your iPhone, press the main round volume control on the BT3600U and you should find that two little symbols flash next to the main Bluetooth symbol, and then stay lit indicating that your iPhone's Bluetooth audio and hands-free are now connected.
Hope this is of some help anyway.
