Well, I do not have Bluetooth (BT) headphones but own the wireless BT keyboard, so just to be basic: 1) did you go into the settings of the iPad and turn on BT? and, if so, 2) did you 'pair' the iPad2 w/ the headphones?
That's all that I did w/ the keyboard - assume other devices work similarly - BTW, once you get them to work please post back as to their sound quality - I'm looking for some BT headphones myself - thanks!