no one says that you also have to have mod_headers enabled, so if still not working, try this:
(following tips works on Ubuntu, don't know about other distributions)
you can check list of loaded modules with
apache2ctl -M
to enable mod_headers you can use
a2enmod headers
of course after any changes in Apache you have to restart it:
/etc/init.d/apache2 restart
Then you can use
<IfModule mod_headers.c>
Header set Access-Control-Allow-Origin "*"
</IfModule>
And if mod_headers is not active, this line will do nothing at all. You can try skip if clause and just add Header set Access-Control-Allow-Origin "*"
in your config, then it should throw error during start if mod_headers is not active.