To me, "heathen" connotes an adherent of the wrong religion rather than an adherent of no religion.
I think that's about right.
I read some of the comments of the source page that resulted in the
Athiest Manifesto topic. There one or more people said something along the lines of: "A heathen is someone who recognizes the existence of a god, but chooses not to be a follower of that god". Kind of a variation of the above quoted.
Moose