try {
    // Create a web request for "www.msn.com".
    HttpWebRequest myHttpWebRequest = (HttpWebRequest) WebRequest.Create("http://www.msn.com");

    // Get the headers associated with the request.
    WebHeaderCollection myWebHeaderCollection = myHttpWebRequest.Headers;

    // Set the Cache-Control header in the request.
    myWebHeaderCollection.Set("Cache-Control", "no-cache");

    // Get the associated response for the above request.
    HttpWebResponse myHttpWebResponse = (HttpWebResponse) myHttpWebRequest.GetResponse();

    Console.WriteLine ("Headers after 'Set' method is used on Cache-Control :");
    // Print the headers for the request.
    PrintHeaders(myWebHeaderCollection);
    myHttpWebResponse.Close();
}
// Catch exception if trying to set a restricted header.
catch(ArgumentException e) {
    Console.WriteLine("ArgumentException is thrown. Message is :" + e.Message);
}
catch(WebException e) {
    Console.WriteLine("WebException is thrown. Message is :" + e.Message);
    if(e.Status == WebExceptionStatus.ProtocolError) {
        Console.WriteLine("Status Code : {0}", ((HttpWebResponse)e.Response).StatusCode);
        Console.WriteLine("Status Description : {0}", ((HttpWebResponse)e.Response).StatusDescription);
        Console.WriteLine("Server : {0}", ((HttpWebResponse)e.Response).Server);
    }
}
catch(Exception e) {
    Console.WriteLine("Exception is thrown. Message is :" + e.Message);
}