WCF - How to create a custom header sent from a Compact Framework Client

Question

I want to add a custom header for WCF service communications (add it in for the client and read it out for the service).

There are many examples of this on the internet, but they use classes and interfaces in System.ServiceModel that do not exist in the Compact Framework (IEndpointBehavior, IClientMessageInspector, etc).

This link has a comment from Andrew Arnott saying that custom headers are supported (just not auto generated). But I have yet to see any example on the internet on how to work around the missing classes.

I am not a WCF expert (I may not even be intermediate). Can someone with more know how post an example of how to do this?