iSmokey,
As long as the malfunction is not due to physical damage, such as accidental abuse, the headphones are covered under the one year limited warranty or under AppleCare for a second year. For example, running the headset over with a car is not covered by the warranty. For an accessory that came with your iPhone you have 3 options.
You can use the "Online Service Assistant" link in the lower right hand corner of this page to requet the replacement be shipped to you, and then you return your old one:
http://www.apple.com/support/iphone/
The second option is make an appointment at the Genius Bar at an Apple Retail Store if you have one near you from this link:
http://www.apple.com/retail/
The third option is call AppleCare on the phone and request a warranty replacement.
Hope this helps,
Nathan C.