There are two actions that will cause you headset to play a tone.
The first is when you initially place the phone in the headset, a tone will play to indicate a successful connection between the phone and the headset.
The second time a tone is played is when you put the headset on. There is a sensor inside the headset that detects when someone is wearing it. If the headset is not being worn, the sensor is not triggered, and the phone enters sleep mode to preserve battery. When the headset is put on, the sensor is triggered and the phone wakes up, causing it to re-connect with the headset and play the "successful connection" tone again. This tone will play every time the headset is removed for more than a few seconds and put back on.