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);