Some where before the header statements, you're echoing out some data. You can't do that.
No data can be sent before headers. See: http://us.php.net/manual/en/function.header.php
You can use ob_start & ob_flush to buffer the output so that you can send data before headers.
Either fix the echo that's being sent before the header or put ob_start at the very beginning of the php file and at the very end of the php file.
some times there is a white space from an include file that can cause this ie.
?> . . . . . <===== trailing white space