You need to select the faces you want for a shader, click on a shader in the rendering toolbar (blinn, lambert, doesn't matter) and it will create a shader for those selected faces.

So -- lets say you have your entire head mapped -- select all the faces in your head and click the button for a lambert shader (name it shader_head if you wish, doesn't matter what its called) and it will use the UV mappings for whatever faces you have.