Adding Custom SOAP Headers

1) Add a Property Schema to the solution:
2) The Target namespace of our property schema, should be http://schemas.microsoft.com/BizTalk/2003/SOAPHeader.
3) Add an element to this property schema, for example MyCustomSoapHeader. Set the Property Schema Base to MessageContextPropertyBase.

4) In orchestration, inside the Construct Message shape of the message that we send to web service, add a Message Assignement.

5) Inside Message Assignement, assign our custom soap header to the message context property:

See more information at:
http://msdn.microsoft.com/en-us/library/ms946927.aspx