If they both use the same frequency band (2.4Ghz) it can cause issues, when you usethe headset it could either drop your wireless connection, or lower it's signal strength. If you have a strong signal it probably isnt to much to worry about, it is when you have a very weak signal that it could cause your connection to drop..
If your wireless has a weak signal try to find out that doesnt use the 2.4Ghz band. Or if you used a wired USB one and that will solve the problem.
USB recievers are not the only thing that can cause problem, some portable phones use the 2.4Ghz band which can cause wireless problems, microwaves use 2.4Ghz and will completely destroy your signal (if the router or the computer is near it) until it is done microwaving.