Could you set up a test virtual server on your 9.x production units to test this.
To insert a header in the response in 9.x, you could use:
when HTTP_RESPONSE {
HTTP::header insert my_header_name my_header_value
}
Can you configure the web app to insert the headers?
Else, if you have to test on 4.x and it's very limited manual testing, you could use an HTTP interception proxy (like BURP or Paros). An interception proxy runs on the client and allows you to manipulate the request and or response headers and data after the browser sends the request and before the browser gets the response. You would need to change each response individually though. I wouldn't recommend it for anything more than a handful of tests.
http://www.portswigger.net/proxy/download.html
http://www.parosproxy.org/download.shtml
Aaron