Adding custom HTTP headers using JavaScript
If you're using XHR, then setRequestHeader should work, e.g.
xhr.setRequestHeader('custom-header', 'value');
P.S. You should use Hijax to modify the behavior of your anchors so that it works if for some reason the AJAX isn't working for your clients (like a busted script elsewhere on the page).
I think the easiest way to accomplish it is to use querystring instead of HTTP headers.