var headers = app.Context.Request.Headers;
Type hdr = headers.GetType();
PropertyInfo ro = hdr.GetProperty("IsReadOnly", 
    BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.IgnoreCase | BindingFlags.FlattenHierarchy);
// Remove the ReadOnly property
ro.SetValue(headers, false, null);
// Invoke the protected InvalidateCachedArrays method 
hdr.InvokeMember("InvalidateCachedArrays", 
    BindingFlags.InvokeMethod | BindingFlags.NonPublic | BindingFlags.Instance, 
    null, headers, null);
// Now invoke the protected "BaseAdd" method of the base class to add the
// headers you need. The header content needs to be an ArrayList or the
// the web application will choke on it.
hdr.InvokeMember("BaseAdd", 
    BindingFlags.InvokeMethod | BindingFlags.NonPublic | BindingFlags.Instance, 
    null, headers, 
    new object[] { "CustomHeaderKey", new ArrayList {"CustomHeaderContent"}} );
// repeat BaseAdd invocation for any other headers to be added
// Then set the collection back to ReadOnly
ro.SetValue(headers, true, null);