How to create an IE8 add-on that adds an X-Forwarded-For header

Question

I have several users coming from different places into a terminal server and browsing my site from the server. The problem is that i need to log what ip-address the user is actually coming from, not the ip for terminal server. I have full control over the terminal-server so I was thinking that some sort of add-on to IE8 on the server could add an X-Forwarded-For-header.

1. Is this possible?
2. If so, this should be a common problem, does anything like this exists already?
3. If I need to make the add-on myself, where should I start?