The bluetooth reconnects after you turn it back on from Sleep. Notice I said 'Sleep', cause if you set the turn-off buttom as shutdown, then you have to manually wire the speaker and bluetooth together again. Though, its not that hard since the name is already saved on the Spinn.
If reset the player, too, (by pressing the 'reset' button on the back) then you have to manually do it, too.
Its not much of a hassle, but if your really lazy to move your fingers across the screen of to spinn the dial with one finger, then you need to end your life. :P