Here’s how to do it in CXF proprietary way:

// Create a list of SOAP headers
List<Header> headersList = new ArrayList<Header>();
Header testHeader = new Header(new QName("uri:singz.ws.sample", "test"), "A custom header",
new JAXBDataBinding(String.class));
headersList.add(testHeader);

((BindingProvider)proxy).getRequestContext().put(Header.HEADER_LIST, headersList);

The headers in the list are streamed at the appropriate time to the wire according to the databinding object found in the Header object. This doesn’t require changes to WSDL or method signatures. It’s much faster as it doesn’t break streaming and the memory overhead is less.

More on this @ http://cxf.apache.org/faq.html#FAQ-HowcanIaddsoapheaderstotherequest%2Fresponse%3F

From http://singztechmusings.wordpress.com/2011/09/08/apache-cxf-how-to-add-custom-soap-headers-to-the-web-service-request/