Well, I score sometimes. You need to set your defenders (the tall and good ones at heading) to join the attack during corners. Then, as lordalucard said, you need to use a good crosser. I press the cross a bit more than half bar (not much!) and at the same time I press the directional up. When the ball is starting to go up, I press R2 and keep until it is time to jump and use your head (square). This part requires a bit of timing but it is not difficult.
In my ML, last CL semi-final against Chelsea, I won 3-1 with 2 goals from corners (with my defender Dellas). (on Top Player)
I forgot: it only works when I put the attack level in orange (L2+R1). When it is green, the players are not so close and it doesn't work.