I have the same problem with hardy heron and 
 - bluez-utils version 3.26-0ubuntu6.
 - linux 2.6.24-18-generic
 - Motorola H500 headset (SCO)
 - my dell latitude integrated bluetooth

When I associate the headset and try it
mplayer -ao alsa:device=bluetooth "/usr/share/example-content/ubuntu Sax.ogg"

It does _not_ work (no sound), and syslog is flooded by
 thinbox kernel: [ 5830.621543] hci_scodata_packet: hci0 SCO packet for unknown connection handle 46
messages
When I ctrl+c mplayer, I can hear a "biip"

Here are some details

$ cat ~/.asoundrc
pcm.bluetooth {
   type bluetooth
   device 00:19:1F:33:7E:58
}

$ lsusb  
Bus 001 Device 008: ID 413c:8103 Dell Computer Corp. Wireless 350 Bluetooth

/var/log/syslog:

Jun  7 09:44:10 thinbox NetworkManager: <debug> [1212824650.290425] nm_hal_device_added(): New device added (hal udi is '/org/freedesktop/Hal/devices/bluetooth_acl_191f337e58'). 
Jun  7 09:44:10 thinbox hcid[5466]: link_key_request (sba=00:16:41:91:54:6F, dba=00:19:1F:33:7E:58)
Jun  7 09:44:10 thinbox hcid[5466]: pin_code_request (sba=00:16:41:91:54:6F, dba=00:19:1F:33:7E:58)
Jun  7 09:44:25 thinbox hcid[5466]: link_key_notify (sba=00:16:41:91:54:6F, dba=00:19:1F:33:7E:58)
Jun  7 09:44:26 thinbox NetworkManager: <debug> [1212824666.400180] nm_hal_device_removed(): Device removed (hal udi is '/org/freedesktop/Hal/devices/bluetooth_acl_191f337e58'). 
Jun  7 09:44:26 thinbox NetworkManager: <debug> [1212824666.850472] nm_hal_device_added(): New device added (hal udi is '/org/freedesktop/Hal/devices/bluetooth_acl_191f337e58'). 
Jun  7 09:44:26 thinbox hcid[5466]: link_key_request (sba=00:16:41:91:54:6F, dba=00:19:1F:33:7E:58)
Jun  7 09:44:27 thinbox audio[5474]: Requesting authorization for device 00:19:1F:33:7E:58, UUID 00001112-0000-1000-8000-00805F9B34FB
Jun  7 09:44:27 thinbox audio[5474]: State changed /org/bluez/audio/device0: HEADSET_STATE_DISCONNECTED -> HEADSET_STATE_CONNECT_IN_PROGRESS
Jun  7 09:44:27 thinbox audio[5474]: State changed /org/bluez/audio/device0: HEADSET_STATE_CONNECT_IN_PROGRESS -> HEADSET_STATE_CONNECTED
Jun  7 09:44:27 thinbox audio[5474]: Accepted headset connection from 00:19:1F:33:7E:58 for /org/bluez/audio/device0
Jun  7 09:44:27 thinbox hcid[5466]: link_key_notify (sba=00:16:41:91:54:6F, dba=00:19:1F:33:7E:58)
Jun  7 09:49:12 thinbox audio[5474]: Accepted new client connection on unix socket (fd=10)
Jun  7 09:49:12 thinbox audio[5474]: Audio API: received BT_GETCAPABILITIES_REQ
Jun  7 09:49:12 thinbox audio[5474]: Audio API: sending BT_GETCAPABILITIES_RSP
Jun  7 09:49:12 thinbox audio[5474]: Audio API: received BT_SETCONFIGURATION_REQ
Jun  7 09:49:12 thinbox audio[5474]: config sco - device = 00:19:1F:33:7E:58 access_mode = 2
Jun  7 09:49:12 thinbox kernel: [ 5829.326791] Bluetooth: SCO (Voice Link) ver 0.6
Jun  7 09:49:12 thinbox kernel: [ 5829.326799] Bluetooth: SCO socket layer initialized
Jun  7 09:49:12 thinbox audio[5474]: State changed /org/bluez/audio/device0: HEADSET_STATE_CONNECTED -> HEADSET_STATE_PLAY_IN_PROGRESS
Jun  7 09:49:12 thinbox NetworkManager: <debug> [1212824952.681155] nm_hal_device_added(): New device added (hal udi is '/org/freedesktop/Hal/devices/bluetooth_acl_ffffffffffffffff'). 
Jun  7 09:49:13 thinbox kernel: [ 5830.621543] hci_scodata_packet: hci0 SCO packet for unknown connection handle 46
Jun  7 09:49:13 thinbox kernel: [ 5830.621557] hci_scodata_packet: hci0 SCO packet for unknown connection handle 46
Jun  7 09:49:13 thinbox kernel: [ 5830.621563] hci_scodata_packet: hci0 SCO packet for unknown connection handle 46