How to implement the Android ActionBar back button?

Selvin already posted the right answer. Here, the solution in pretty code:

public class ServicesViewActivity extends Activity {
    @Override
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        // etc...
        getActionBar().setDisplayHomeAsUpEnabled(true);
    }

    @Override
    public boolean onOptionsItemSelected(MenuItem item) {
        switch (item.getItemId()) {
        case android.R.id.home:
            NavUtils.navigateUpFromSameTask(this);
            return true;
        default:
            return super.onOptionsItemSelected(item);
        }
    }
}

The function NavUtils.navigateUpFromSameTask(this) requires you to define the parent activity in the AndroidManifest.xml file

<activity android:name="com.example.ServicesViewActivity" >
    <meta-data
     android:name="android.support.PARENT_ACTIVITY"
     android:value="com.example.ParentActivity" />
</activity>

See here for further reading.