Although this is a very late answer, maybe someone can get benefit of it
HttpWebRequest request = (HttpWebRequest)HttpWebRequest.Create(new Uri("http://192.168.1.1"));
request.Headers.GetType().InvokeMember("ChangeInternal", BindingFlags.NonPublic | BindingFlags.Instance | BindingFlags.InvokeMethod, null, request.Headers, new object[] {"Host","www.mysite.com"});
Reflection is your friend 🙂