I use the crossing button (C) for the corner kick, and shoot (A) for the header. Remember that you can change player's roles in the team management menu. Make sure you have a decent player making the initial kick. That will allow for an accurate kick. I usually score headers with my center midfielders, and occasionally my center full backs. Make sure they are half-way decent too.
Finally, I rarely head the ball straight to the net. I usually aim for a corner. If you aim directly perpendicular, they usually have a goalie or defender there. Aim a bit up or down and try from there.
It took my many attempts before I was able to score my first corner, but with practice and the right players I'm scoring from there about 25-30% of attempts.