The steps for your device might vary slightly, for specific instructions please refer to the user's manual for your individual product. This can be found on the Support / Downloads tab of the device's product page. You can reach the product page by searching for your product's model number using the search box in the upper right hand corner of the screen.
Typically, the steps will be similar to the following:
With the headset turned off, press and hold the POWER button for six seconds, or until the LED blinks blue and red rapidly.
On your phone, MP3 or other Bluetooth enabled device, activate PAIRING mode, and select your model number from the list of discovered devices.
If prompted for a password use 0000.
For further assistance with the pairing process of your phone or other devices, please reference its documentation.