It is not a good idea to use the Insert ribbon to this, as it may not be possible to get back to the spreadsheet again using the keyboard!
Instead use the Page Setup dialog box (Alt+P, SP). Press Ctrl+Tab to move the Header / Footer tab. This is similar to 2003.
Tab twice to Custom Header (or 3 times to Custom Footer). Type in header which is left aligned, tab once for centre, twice for right alignment).
Tab to the buttons for page number, number of pages, date, sheet name etc. and press Space to activate these. Tab to Ok. Tab to Ok one more time. You are now back in the spreadsheet.
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