cballou's solution will work if you are using an old version of jquery. In newer versions you can also try:
$.ajax({
type: 'POST',
url:'url.do',
data: formData,
success: function(data, textStatus, request){
alert(request.getResponseHeader('some_header'));
},
error: function (request, textStatus, errorThrown) {
alert(request.getResponseHeader('some_header'));
}
});
According to docs the XMLHttpRequest object is available as of jQuery 1.4.