Most of the examples refer to an earlier version of iTextSharp. For version 5+ of iTextSharp (which I assume you are using) the HeaderFooter property/object has been removed.
See
http://itextpdf.com/history.php?branch=history.50&node=500 (last line)
To add Headers/Footers now you must use PageEvents. The following code demonstrates how to do this in VB. You basically have to inherit the PageEventsHelper class and watch for the OnStartPage event - then add your code as necessary.
Imports iTextSharp.text.pdf
Imports iTextSharp.text
Imports System.IO
Module Module1
Sub Main()
Dim pdfDoc As New Document()
Dim pdfWrite As PdfWriter = PdfWriter.GetInstance(pdfDoc, New FileStream("tryme2.pdf", FileMode.Create))
Dim ev As New itsEvents
pdfWrite.PageEvent = ev
pdfDoc.Open()
pdfDoc.Add(New Paragraph("Hello World"))
pdfDoc.NewPage()
pdfDoc.Add(New Paragraph("Hello World Again"))
pdfDoc.Close()
End Sub
End Module
Public Class itsEvents
Inherits PdfPageEventHelper
Public Overrides Sub OnStartPage(ByVal writer As iTextSharp.text.pdf.PdfWriter, ByVal document As iTextSharp.text.Document)
Dim ch As New Chunk("This is my Stack Overflow Header on page " & writer.PageNumber)
document.Add(ch)
End Sub
End Class
It initially looks like more work but has the upside that you can add more to your header/footer than just plain text. You can now for example easily add anything that Document will support.