Sure! If your headset has never been paired to another device before, just by turning it on, it should enter the pairing mode, denoted by its indicator light steadily lit in blue. Otherwise, starting with it turned off, press and hold the answer/end key some seconds beyond the point to turn it on. Release the key only when you notice the indicator light steadily lit in blue. Now, first on your Galaxy Tab, go to 'Menu > Settings > Wireless & network > Bluetooth settings' and tick the 'Bluetooth' checkbox to turn it on. Then, tap 'Scan devices'. After a little while, your headset should appear in the list of paired devices. If needed, slide your finger to find your headset in that list. Tap it to start the pairing process. If a pairing code (or PIN, or passkey) is requested, enter '0000' (four zeros). You will be prompted to choose the bluetooth services you want, i.e. phone and media. Of course you can come back to these settings whenever you want, in order to activate or deactive these services. Now untick the 'Bluetooth' checkbox to turn it off, in order to pair your headset with your Nokia phone.
Then, turn your headset off and press and hold the answer/end button to put it in paring mode again. Now, on your Nokia, go to 'Menu > Settings > Connectivity > Bluetooth' and select 'Bluetooth > On'. Then, select 'Search for audio enhancements'. After a while, your headset should appear. Select it and make it connect. Again, if a pairing code (or PIN, or passkey) is requested, enter '0000' (four zenros).
Your headset will be able to handle both your Galaxy tab and your Nokia phone at the same time. it is already connected to your Nokia phone. Go back to your Galaxy tab, and tick the 'Bluetooth' checkbox again to turn it on. You should see the bluetooth icon light in blue in the notification area.
By the way, your headset's user guide can be found here
, your Galaxy Tab's here
, and your Nokia phone's here
Hope you are able to sort your problems out soon.]
Anyway, please, let me know if I can help you any further.