Hi,
The easiest way to do this is to hold your Ctrl key and click on the sheet tabs at the bottom, one by one. This will select the sheets that you want to have common header for. Then from the menu click File > Page Setup > Header/Footer tab, and apply your header. That should do it.
(Note: in Excel 2007 the steps to access Page Setup are slightly different, let me know if you need help in this regard).
Hope this helps. Let me know if you have any questions.
BS Degree in Engineering
20 years experience in Excel programming and various major applications.