timing to use setRequestHeader

interface XMLHttpRequest {
           attribute EventListener   onreadystatechange;
  readonly attribute unsigned short  readyState;
  void               open(in DOMString method, in DOMString url);
  void               open(in DOMString method, in DOMString url, in boolean async);
  void               open(in DOMString method, in DOMString url, in boolean async, in DOMString user);
  void               open(in DOMString method, in DOMString url, in boolean async, in DOMString user, in DOMString password);
  void               setRequestHeader(in DOMString header, in DOMString value);
  void               send();
  void               send(in DOMString data);
  void               send(in Document data);
  void               abort();
  DOMString          getAllResponseHeaders();
  DOMString          getResponseHeader(in DOMString header);
  readonly attribute DOMString       responseText;
  readonly attribute Document        responseXML;
  readonly attribute unsigned short  status;
  readonly attribute DOMString       statusText;
};

(1) setRequestHeader() has to be used after request.open(...), where request is a instance of XMLHttpRequest
(2) Setting User-Agent is forbidden by FF as well as some of the other special header fields.
(3) If you're doing things on Android, changing User-Agent through WebView configuration is possible if you're attempting to use WebView to execute some Javascript code and want the request to be sent with a custom User-Agent.

Reference links
http://stackoverflow.com/questions/581383/adding-custom-http-headers-using-javascript

http://stackoverflow.com/questions/2357430/invalid-state-err-dom-exception-11
http://www.w3.org/TR/2007/WD-XMLHttpRequest-20070227/#xmlhttprequest-members 
http://www.w3.org/TR/XMLHttpRequest/#the-setrequestheader%28%29-method