Hi Iskado and welcome to the forum.
Can you give some more information about what you have tried to do? You say you have put the code "in the header". Where exactly have you put it? Do you mean in the Blog Description field in the Configure Header window? If so, that won't work.
Or do you mean you have placed the code in the <header> section of the template? That won't work either.
If you are copying the code from the My Ads section of the AdSense control panel, you will need to paste it in your individual blog posts or pages. Or, you can paste it directly in the template, but only in the <body>, not the <header>. You should only edit the template in this way if you know what you are doing, as a mistake could ruin the blog.
A simpler option is to use the AdSense gadget. Go to the Layout page in Blogger, and click Add A Gadget. Then choose the AdSense gadget. You can place the gadget where you like in relation to the other layout elements, and you can adjust the size and colours to suit your tastes. The advantage of this method is that you don't have to work with AdSense code.