As of jQuery 1.5, there is a headers hash you can pass in as follows:
$.ajax({
url: "/test",
headers: {"X-Test-Header": "test-value"}
});
From http://api.jquery.com/jQuery.ajax:
headers (added 1.5): A map of additional header key/value pairs to send along with the request. This setting is set before the beforeSend function is called; therefore, any values in the headers setting can be overwritten from within the beforeSend function.