Here's something from the online php.net manual...this should show you how to do it..along with any other header:
$headers .= "From: Name<mail@server.com>\n";
$headers .= "X-Sender: <mail@server.com>\n";
$headers .= "X-Mailer: PHP\n"; //mailer
$headers .= "X-Priority: 3\n"; //1 UrgentMessage, 3 Normal
$headers .= "Return-Path: <mail@server.com>\n";
//Uncomment this to send html format
//$headers .= "Content-Type: text/html; charset=iso-8859-1\n";
//$headers .= "cc: birthdayarchive@php.net\n"; // CC to
//$headers .= "bcc: mail@server.com"; // BCCs to, separete
multiple with commas mail@mail.com, mail2@mail.com
Hope that helps,
Matt Wade
http://codewalkers.com/