You may also have a look at this blog post by Keith, which explains how to add custom HTTP header to a response message from Axis2 service end.
// Create an instance of org.apache.axis2.client.ServiceClient ServiceClient client = ... // Create an instance of org.apache.axis2.client.Options Options options = new Options(); List list = new ArrayList(); // Create an instance of org.apache.commons.httpclient.Header Header header = new Header(); // Http header. Name : user, Value : admin header.setName("user"); header.setValue("admin"); list.add(header); options.setProperty(org.apache.axis2.transport.http.HTTPConstants.HTTP_HEADERS, list); client.setOptions(options);