Nokia PC Suite 4.51 does not support Windows XP. Problems with connection can occur because of this or there might be some connection problem with your PC because of incorrect configuration or hardware.
As said at the support documentation for Nokia 6510 at http://www.nokia.com under support section.
Please note: We provide support only for operating systems that have been preinstalled by an original equipment manufacturer (OEM).
Windows 98 Second Edition
Windows Millennium Edition
Windows 2000 Workstation
Please note: PC Suite 4.81 provides Windows XP support also for Nokia
6510 users. You can find it here: Nokia 6310i Phone Software.