The first thing to do is charge the headset's 3.6V Li-Polymer batter which takes about 2-3 hours. Charging is done either by plugging the USB cable into the computer's USB port or into the included AC power adapter. And by the way, you can't use the headset while its being charged, doh!
Once fully changed you'll need to pair it with your bluetooth capable mobile phone. To do so just press the call handling button for about 10 seconds until the indicator turn red and then set your mobile phone to search for a new bluetooth device. Once the phone finds the headset you'll need to enter a pairing key code. For most phones the default code is 0000. Once pairing is complete the indicator will flash blue. That's it, your connected and ready to use the headset.