I slightly disagree with the first sentence. In my opinion we should use the simple perfect in the first clause:

Bob and I have just got engaged, so we went to a jewelry store to buy a wedding ring.

When exactly did they get engaged? We don't know, it's not part of the idea and is not relevant. For this reason we should prefer the simple perfect.

See more about the perfect tense at: http://www.sk.com.br/sk-perf.html

Happy New Year to everyone!

Ricardo - EMB