depend on your security setup and firewall
I cannot speak for Windows Mobile(even though I am pretty sure they have implemented something similar) but Android and iPhone both use a nix based OS. Android, and iPhone IIRC, sandbox the apps so that they ONLY run in their own little world. They cannot directly interact (sort of) or affect any other application (sort of) on your device. I throw the 'sort of' in there because the only way that anything malware/spyware-esq that could potentially run is if YOU, the user installing and running that application, gave it EXPLICIT permission to run. A malicious application (as of now) cannot hide its intentions. The other 'sort of' has to do with how the apps and query and retrieve data from each other. Here again though, it can only do what you and the data owning app will allow it to do.
i found a Hacking way in Mobile phone that make you steal/edit Phone Book Remotely
it's Called Bluesnarfing i think so for that everything is possible
Most exploits like this involve both sides having intimate interaction. This one seems no different...
Currently available programs must allow connection and to be 'paired' to another phone to copy content.
as well as...
This weakness has since been patched by the Bluetooth standard. There seem to be no available reports of phones being Bluesnarfed without pairing, since the patching of the Bluetooth standard.