static Message BuildMessage()
{
    Message messageToSend = null;
    HttpRequestMessageProperty reqProps = new HttpRequestMessageProperty();
    reqProps.SuppressEntityBody = false;
    reqProps.Headers.Add("CustomHeader", "Test Value");
    reqProps.Headers.Add(HttpRequestHeader.UserAgent, "my user agent");

    try
    {
        messageToSend = Message.CreateMessage(MessageVersion.Soap11, "http://tempuri.org/IUntypedService/ProcessMessage", "Hello WCF");
    }
    catch (Exception e)
    {
        Console.WriteLine("got exception when sending message: " + e.ToString());
    }

    messageToSend.Properties[HttpRequestMessageProperty.Name] = reqProps;
    return messageToSend;
}