I hope it is the BlueTooth Headset your talking about...It should come along with a USB cable (If it didn't use any USB cable compatible with the PS3). Just connect your PS3 to your headset and your PS3 will do all the work.
If that doesn't work, manually go to the "Settings" tab, then down into "Accessory Settings", then down into "Manage BlueTooth Devices". And then follow the on-screen instructions, thanks! The password is always 0000.