Pretty much a reminder for me, because I always forget exactly how to add custom headers at the client end dynamically, i.e. that is not part of the service contract.
You can achieve this using the OperationContextScope - http://msdn.microsoft.com/en-us/library/aa395196.aspx
What this also means that you can access the headers in the response message using OperationContext.Current.IncomingMessageHeaders
