Does IIS log request header information? If yes, where?
IIS can log few HTTP headers; including Referer, Cookie and User-agent; but not all. If you want to log any of these variables, you'll have to set them up from IIS manager (Web Site Properties > Web Site Tab > Enable Logging > Properties)
you can use software like: http://iismonitor.motobit.com/ or ethereal
To log custom headers you can use IIS Advanced Logging feature. A good article on it can be found at http://www.iis.net/learn/extensions/advanced-logging-module/advanced-logging-for-iis-custom-logging