[latex] In LaTeX, how can one add a header/footer in the document class Letter?

In LaTeX, how can one create a document using the Letter documentclass, but with customized headers and footers?

Typically I would use:

\usepackage{fancyhdr}

\pagestyle{fancy}
\lhead{\footnotesize \parbox{11cm}{Custom left-head-note} }
\lfoot{\footnotesize \parbox{11cm}{\textit{#2}}}
\rfoot{\footnotesize Page \thepage\ of \pageref{LastPage}}
\renewcommand\headheight{24pt}
\renewcommand\footrulewidth{0.4pt}

However, with \documentclass{letter}, this doesn't work at all. Suggestions are duly appreciated.

EDIT: Here is sample code that doesn't work (for any apparent reason):

\documentclass[12pt]{letter}

\usepackage{fontspec}% font selecting commands 
\usepackage{xunicode}% unicode character macros 
\usepackage{xltxtra} % some fixes/extras 

% page counting, header/footer
\usepackage{fancyhdr}
\usepackage{lastpage}

\pagestyle{fancy}
\lhead{\footnotesize \parbox{11cm}{Draft 1} }
\lfoot{\footnotesize \parbox{11cm}{\textit{2}}}
\cfoot{}
\rhead{\footnotesize 3}
\rfoot{\footnotesize Page \thepage\ of \pageref{LastPage}}
\renewcommand{\headheight}{24pt}
\renewcommand{\footrulewidth}{0.4pt}

\begin{document}
\name{ Joe Laroo }
\signature{ Joe Laroo }
\begin{letter}{ To-Address }
\renewcommand{\today}{ February 16, 2009 }
\opening{ Opening }
Content of the letter.
\closing{ Yours truly, }
\end{letter}
\end{document}

This code works to insert both header and footer on the first page with header center aligned and footer left aligned

\makeatletter
\let\old@ps@headings\ps@headings
\let\old@ps@IEEEtitlepagestyle\ps@IEEEtitlepagestyle
\def\confheader#1{%
  % for the first page
  \def\ps@IEEEtitlepagestyle{%
    \old@ps@IEEEtitlepagestyle%
    \def\@oddhead{\strut\hfill#1\hfill\strut}%
    \def\@evenhead{\strut\hfill#1\hfill\strut}%
 \def\@oddfoot{\mycopyrightnotice}
  \def\@evenfoot{}
  }%
  \ps@headings%
}
\makeatother

\confheader{%
  5$^{th}$  IEEE International Conference on Recent Advances and Innovations in Engineering - ICRAIE 2020 (IEEE Record\#51050) %EDIT HERE
}

\def\mycopyrightnotice{
  {\footnotesize XXX-1-7281-8867-6/20/\$31.00~\copyright~2020 IEEE\hfill} % EDIT HERE
  \gdef\mycopyrightnotice{}

}

\newcommand*{\affmark}[1][*]{\textsuperscript{#1}}


\def\BibTeX{{\rm B\kern-.05em{\sc i\kern-.025em b}\kern-.08em
    T\kern-.1667em\lower.7ex\hbox{E}\kern-.125emX}}
\newcommand{\ma}[1]{\mbox{\boldmath$#1$}} ```

After I removed

\usepackage{fontspec}% font selecting commands 
\usepackage{xunicode}% unicode character macros 
\usepackage{xltxtra} % some fixes/extras 

it seems to have worked "correctly".

It may be worth noting that the headers and footers only appear from page 2 onwards. Although I've tried the fix for this given in the fancyhdr documentation, I can't get it to work either.

FYI: MikTeX 2.7 under Vista

With regard to Brent.Longborough's answer (appering only on page 2 onward), perhaps you need to set the \thispagestyle{} after \begin{document}. I wonder if the letter class is setting the first page style to empty.