If you have the original PS3 headset, then you will need to hold down the POWER and MUTE button at the same time, they will then both flash green and red, letting you know that you are in Discovery mode, then search for it and it should come up. The pass-code is 0000 for all of them.
If you have another type of headset, make sure it's on, or plugged into the system via the USB-connection cable that should have been given to you when you bought the headset.
Other then that, like Sureboss said, what type of headset have you got?