"Add user-defined headers to CONNECT proxy requests. This can be used to impersonate other software (e.g. web browsers)."

My search skills are lacking today apparently.  I can't find any documentation or examples about sending custom headers back to the server.   Can someone please provide an example or a link to an example?  

I need to send "WL-Proxy-SSL:true" back to a Web Logic server in the header with each request.  Nothing too tricky I assume.

Jason