I need help as well!
I set up with a simple account for blog purposes only. I already have a website which I have paid for. In this link: http://en.support.wordpress.com/themes/custom-header-image/ it lists themes that can have a customized header (I want to insert my own image), however, I have not found that the listed options on the website are accurate. When I go to the 'demo' I either do not see a header option, OR the header options are only options provided by WordPress. There is not option to upload the header image or background.
The blog I need help with is wellnestedblog.wordpress.com.