How to pair with a bluetooth headset?
Go to System Preferences &gt; Bluetooth and make sure bluetooth is on (select Turn Bluetooth On if it isn't). Also make sure your headset is turned on. Wait for your headset to appear on the list on the right, select it and click Pair. 

The actual pairing process might differ depending on the headset, e.g. whether it requires a PIN code or not. The possible PIN required should be found from the headset's user guide.