activity_settings.xml

<?xml version="1.0" encoding="utf-8"?>
<RelativeLayout
    xmlns:android="http://schemas.android.com/apk/res/android"
    android:id="@+id/settingsFrag"
    android:orientation="vertical"
    android:layout_width="match_parent"
    android:layout_height="match_parent"
     >

    <FrameLayout
        android:id="@+id/container"
        android:layout_alignParentTop="true"
        android:layout_width="match_parent"
        android:layout_height="wrap_content" />

</RelativeLayout>

my_pref.xml

<?xml version="1.0" encoding="utf-8"?>
<PreferenceScreen xmlns:android="http://schemas.android.com/apk/res/android">

    <!-- Your preff stuff goes here -->

</PreferenceScreen>

SettingsActivity.java

public class SettingsAcrivity extends ActionBarActivity {

    @Override
    public boolean onOptionsItemSelected(MenuItem item) {
        if (item.getItemId() == android.R.id.home) {
            finish();
            return true;
        }
        return super.onOptionsItemSelected(item);
    }

    @Override
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        setContentView(R.layout.settings_activity);
        // Display the fragment as the main content.
        getFragmentManager().beginTransaction()
                .replace(R.id.container, new SettingsFragment())
                .commit();

        // use action bar here
        ActionBar actionBar = getSupportActionBar();
        actionBar.setHomeButtonEnabled(true);
        actionBar.setDisplayHomeAsUpEnabled(true);
    }

    public static class SettingsFragment extends PreferenceFragment {

        @Override
        public void onCreate(Bundle paramBundle) {
            super.onCreate(paramBundle);
            addPreferencesFromResource(R.xml.my_pref);
            
        }
    }
}