Remember the Sport EX has only one USB port. The Bluetooth dongle plugs into a USB port. Unfortunately, so does the memory stick one wants to use to allow continuous data recording.
The net result is that one needs to add a powered USB hub in order to "split" or "share" that single USB port between the two USB devices, memory stick and Bluetooth dongle.
GRT sells a powered USB hub, one that they know will work. It's not terribly expensive. If you're a data networking kind of person you will no doubt find a cheaper alternative as powered USB hubs are a common item.