Looks like the easiest way is including a .config file with your app containing the following:
<system.net>
<settings>
<httpWebRequest useUnsafeHeaderParsing = "true"/>
</settings>
</system.net>
However it’s also possible to do it within the code but it seems a little messy:
Also note that the MSDN definition of that property is
Setting this property ignores
validation errors that occur during
HTTP parsing.
So I’d say it’s fairly safe to use, although it does mention to only use it for backwards compatibility.