This means exactly what it says and is one of the clearer PHP errors! Basically you have sent some information to the web browser before your call to header().
However, it can be tricky to spot if this is just a little whitespace. If there is nothing obvious, then turn on hidden characters in your text editor and you should be able to see any little bits of whitespace that are being sent to the browser before your call to header.
use ob_start() line at the beginning of the page