If you are on gutsy, I can also tell you : the official bluez package is outdated. You won't have good sound quality (a2dp) with it. There are updated packages there --> "deb http://download.tuxfamily.org/blueman ubuntu bluetooth". On wiki.bluez.org, there are all the explanations you need to connect your headset. And try blueman, in the same repo. It makes life easier.