Diagnosis
The soundbar isn't in pairing mode. It won't broadcast a discoverable signal until you tell it to.
How to Fix It
On the soundbar remote, press the 'Input' button until 'BT' shows on the little display. Once 'BT' is showing, press and hold the same 'Input' button for about 3 seconds. You'll see 'PAIRING' flash on the display. Now go to your phone's Bluetooth settings—'HT-S400' should pop up. Select it to connect.
If That Didn't Work
The soundbar might be remembering an old device. Clear the pairing list: with the soundbar on, press and hold the 'Sound Mode' and 'Volume -' buttons on the remote for 5 seconds. The display will show 'CLEAR.' Then try the pairing steps again.
Heads Up
If you're using an optical cable for your TV, you have to manually switch inputs back to 'TV' or 'OPTICAL' when you're done with Bluetooth. It won't switch back automatically when audio stops.