if you loop through you, they won't be able to.
i'm no expert on header info, i'd look at Google: email headers for more info.
I read somewhere that header info will not always be read by every mail client the same way.
// here is an example of looping
$to = array ('email address','email address');
for($i = 0; $i < sizeof($to); $i++) {
mail($to[$i],$subject,$message,$headers);
}
You can also make a loop for the $to array.
HTH