This feature was added to Capybara on April 25th, 2011 with this commit – https://github.com/jnicklas/capybara/commit/a00435d63085ac2e74a0f64e7b7dedc0f7252ea9
You can can now specify a custom header when using a custom Capybara driver. See http://automagical.posterous.com/creating-a-custom-capybara-driver for code examples.