Pairing:
http://boardsus.playstation.com/playstation/board/message?board.id=ps3&message.id=749558&query.id=66503
^ Read your mic manual if you don't know how to put it in pairing mode.
Some games require you to hold a button on the PS3 controller to talk (warhawk), and others are just always on talk (CoD4). No game requires you to use a headset button (you can use the button to turn the headset off if you don't want to talk in cod4).
A good guide and compatibility list:
http://boardsus.playstation.com/playstation/board/message?board.id=ps3&thread.id=898874
The Jabra BT125 is a common choice for a headset, and I would recommend it if your headset doesn't work (but it should).