Probelms connecting my new bluetooth Dell BH200 headset!

No matter how many times I pair it to my computer and follow the directions
included with the headset, it's always disconnecting. When I finish with
using my headset (after just doing simple things like listening to music) I
turn it off and turn off my laptop as well. Then the next time I use it, it
doesn't work, and doesn't appear under the Devices tab. Does anyone know how
to fix this? Help would be greatly appreciated!