Since you didn't post anything about how you are calling this web service or your code. Here is one way you can add headers to a request.
System.Net.WebRequest request = base.GetWebRequest(uri);
request.Headers.Add("myheader", "myheader_value");
For authentication, say basic auth. It looks something like this:
string username = "Your username";
string password = "Your password";
string base64UserPass = Convert.ToBase64String(ASCIIEncoding.ASCII.GetBytes(username + ":" + password));
request.Headers.Add("Authorization", "Basic " + base64UserPass);