Press the check mark button on your phone.
Select Applications.
Select Bluetooth.
Press BT On.
Make sure BT headset is on and not connected to any other device.
Press Search (may have to do it a few times).
When the headset shows in the list, press pair.
When paired and connected, press x to exit menu and go back to the home screen.

To use the headset when it connected press the headset button.