The software that comes along with the wonderful Nokia N95 8GB does not run in Linux. It might be possible to run it via wine but so far I have not gotten it to work (the installer crashes). However, transferring files between the phone and your computer via bluetooth is as painless as can be. Simply install
gnome-vfs-obexftp
and you can browse the device by using the bluetooth manager to create the connection. The transfer rate is rather slow though, so I recommend using the USB cable that also comes with the phone when you need to transfer large amounts of data.