p.s. we got to http and soap because you mentioned it in your primary node on the subject. mind you, those http:// things in the document are not only URLs, but URIs.
http://www.w3.org/TR/2000/NOTE-SOAP-20000508/#_Toc478383532
And yes, you can put headers in a soap message. Same as you can put headers in an email. That IS how email works, you have the SMTP envelope, and then the headers, which normally agree, unless yer a spammer. Anyway, headers are meta-data in soap. You can put constructive, request level data, in there, such as serial number, security info, a token of some sorts, etc etc..