Once you've paired the headset you should be set, all you should have to do at the most is turn the headset on, go into the bluetooth devices list in settings, hit Triangle to bring up the side menu and choose "Connect", and that should do it. I don't think my headset (not a PS3 one) connects to the PS3 automatically, but that's because it pulls double duty between the system and my phone, so when I go to the menu, it's listed, but I have to choose to connect it to the system and I get that blue dot next to it that shows it is connected. That may just be something the PS3 requires, but I doubt it. If this is going to be dedicated solely to the game system, then I believe it should automatically connect when you turn it on after the game system is on. You definitely shouldn't have to go through the entire process again, and I have a feeling you may be doing so unnecesarily. Try seeing if you can use that menu to connect to the headset, and make sure that it's still listed after you turn off the system, otherwise there may be something else going on.
Shouldn't this be in off-topic, though?
