If someone complains that you're bullheaded, they mean you're impossibly stubborn. Your bullheaded dog may refuse to jump in your car, not budging an inch no matter how hard you pull on her leash.
When you call someone bullheaded, you're commenting on their obstinate nature, and maybe implying that they're not very smart. Your bullheaded friend probably tends to act without thinking. The word dates from the early 19th century, from the idea that a bull charges forward with strength and determination, but without any thought or contemplation.