Prime the keg with the right amount of sugar, check your kit instructions for the right amount.
Once primed make sure the keg goes somewhere warm, next radiator for example, for 4 days or so in order for secondary fermentation to take place properley. It is this second lot of fermentation, while in a sealed pressure vessel, that carbonates your beer to give it the head.
If you don't keep the keg warm for a day or so you'll get through a lot more bulbs, I didn't allow my first brew to properly complete secondary fermentation and got through 6 bulbs to get the beer out.
As said above, you don't add CO2 until the beer stops coming out the tap due to low pressure in the barrel.