How to add HTTP Header to SOAP Client

Try to use this:

SoapServiceClient client = new SoapServiceClient();

using(new OperationContextScope(client.InnerChannel)) 
{
    // // Add a SOAP Header (Header property in the envelope) to an outgoing request. 
    // MessageHeader aMessageHeader = MessageHeader
    //    .CreateHeader("MySOAPHeader", "http://tempuri.org", "MySOAPHeaderValue");
    // OperationContext.Current.OutgoingMessageHeaders.Add(aMessageHeader);

    // Add a HTTP Header to an outgoing request
    HttpRequestMessageProperty requestMessage = new HttpRequestMessageProperty();
    requestMessage.Headers["MyHttpHeader"] = "MyHttpHeaderValue";
    OperationContext.Current.OutgoingMessageProperties[HttpRequestMessageProperty.Name] 
       = requestMessage;

    var result = client.MyClientMethod();
}

See here for more detail.