I can't do a header in EA's Fifa 2002 for the life of me (obviously making the game a bit more difficult). If anybody has any clues on how to do this, please let me know.

Kemton, there are at least 3 types of headers you can do -

lob button - heads it in the air to a player according to which direction you have selected

pass button - heads the ball down towards the feet of the nearest player according to the direction you have chosen

shoot button - heads the ball towards the goal

You need to choose your header rather early in the ball's flight in order to be successful.

I saved a replay of me successfully completing 4 consecutive headers (lob button) up the pitch to a striker for a goal.

its easy to head, simply hold the button u wish to use in! when u think u r going to need to head in start holding in the shoot button then let go once he heads it! Shoot is the most effective button for heading i find!

I hope I got your name right
Why does he have to let go after he heads it??

because he doesnt need to press it anymore, he should be running after it by frantically tappping the run button!!!!!