SoapClient set custom HTTP Header

I am doing some work writing a PHP-based SOAP client application that uses the SOAP libraries native to PHP5.  I need to send a an HTTP cookie and an additional HTTP header as part of the request.  The cookie part is no problem:

$client = new SoapClient($webServiceURI, array("exceptions" => 0, "trace" => 1, "encoding" => $phpInternalEncoding));
$client->__setCookie($kkey, $vvalue);

My problem is the HTTP header.  I was hoping there would have been a function named [pre]__setHeader[/pre] or [pre]__setHttpHeader[/pre] in the SOAP libraries.  But no such luck. 

Anyone else dealt with this?  Is there a workaround?  Would a different SOAP library be easier to work with?  Thanks.

-jay