Well, heading itself is simply when you pre-empt the ball falling onto a marked circle on the ground by pressing B. In certain circumstances that causes the character to head the ball.
I think what you actually mean is how to do the high passes, like I was doing in our game a minute ago: hold Z as you press A to pass the ball. Keep holding Z while pressing A to continue hitting off-the-ground passes between the characters (useful to charge the ball and less easy to intercept), but remember to release it before you shoot the ball, as Z and B will produce a lob that the keeper will catch 100% of the time, unless he's disabled somehow.
Also, if an opponent keeps doing high passes against you, the best way to intercept them is by anticipating one of the characters that is likely to be passed, lurking by him, and tackling him just as the ball is headed in his direction. Of course, you end up gifting him an item, but I guess it's better than being scored on
