I suppose that this headset (it's Nokia CU-17A) uses microUSB as a power source.
If so, it will not work with Jolla Phone, which is unable to provide power through microUSB port.
Beside that it is only DAB (maybe also DAB+) radio receiver and it doesn't support "normal" FM.

To run it with Jolla Phone (theoretically) we would have to:
1. Provide power from external source to the microUSB port
2. Reverse engineer communication protocol between the (originally) compatible phone and the headset
3. Create an application which would control it.

There is some article about it:
http://www.theregister.co.uk/2011/02...a_dab_headset/
Notice: There are 3 pages.