note: you should not put a colon in the keys of the arrays you pass this method, it will do that for you. and if you do put colons in the array keys, the resultant headers will have 2 colons beside one another.
so for example,
<?php
$httpRequest->setHeaders(array('User-Agent' => 'Mozilla/1.22 (compatible; MSIE 5.01; PalmOS 3.0) EudoraWeb 2'));
?>
will result in
User-Agent: Mozilla/1.22 (compatible; MSIE 5.01; PalmOS 3.0) EudoraWeb 2
<?php
$httpRequest->setHeaders(array('User-Agent:' => 'Mozilla/1.22 (compatible; MSIE 5.01; PalmOS 3.0) EudoraWeb 2'));
?>
will result in
User-Agent:: Mozilla/1.22 (compatible; MSIE 5.01; PalmOS 3.0) EudoraWeb 2