I know the wireless speaker you're talking about, actually, as we have one too, the Logitech Z515 wireless speaker (they need cooler names for their products, I think!). It's nice, portable, sounds good for the size and works as an audio device for any Bluetooth compatible source, including iPhones and, yes, MacBooks and MacBook Pro computers. It'll also work with PCs that support Bluetooth, of course: it's platform agnostic. :-)

Getting Bluetooth up and running on any computer can be a bit tricky because it's not a commonly used service, so it tends to be tucked away in the dusty corners of the operating system. On the Mac you can have a Bluetooth icon on your menu bar, but it's not enabled by default so you're still going to have to delve a bit into the system preferences to turn things on and get them running. There are two steps required too: first you have to "pair" the bluetooth speaker with your computer, then once that's done you can select the new device as an audio output device and use it. It's easier the second time.

Ready?

Start by launching your "System Preferences..." from the Apple menu:

Once launched, you'll see a lot of icons representing different areas of your system. Look for the Bluetooth icon, as highlighted below:

Click on Bluetooth and you'll see a list of previously paired Bluetooth devices -- if any -- along with a few minimally labelled control buttons:

This is where it's confusing the first time you use it because I always expect either for the Bluetooth device to magically show up or a button labeled "Add new Bluetooth Device". Instead, click on the small "+" button on the lower left. Now the Bluetooth Setup Assistant will launch and it will see your new speaker after a few moments:

Tip: If it doesn't see the speaker, make sure that you have the device in "pairing" mode. On the particular Logitech speaker you're talking about, that's done by pushing both the "+" and "-" speaker volume buttons simultaneously for about ten seconds. On other devices, there are similar techniques for moving into bluetooth pairing mode: check with the instructions that came with the device. It also can take a few seconds sometimes for the device to be "seen" by the computer.

Once it is, however, you can click on the "Continue" button on the lower right...

Hopefully no more than five seconds will pass and the MacBook Pro will be able to successfully pair with the new speaker:

Looks good, but you're not done, as is obvious if you look closely at the new speaker in the Bluetooth panel: it's not "connected" yet:

To use the speaker as an external audio device on your Mac OS X system, select the speaker, then click on the "gear" menu on the lower left and select "Use as Audio Device":

It can take 5-10 seconds to properly switch, but after a short period, the device should be listed as connected:

Done. Now just crank iTunes and you'll find the audio comes out of the external bluetooth speaker. Nice!