Hi Jago,
Currently, Google App Engine doesn't allow various headers to be set:
ACCEPT_ENCODING,
Outbound request headers:
CONTENT_LENGTH, DATE, HOST, REFERER, USER_AGENT, VARY, VIA, X_FORWARDED_FOR
Response headers:
CONTENT_ENCODING, CONTENT_LENGTH, DATE, SERVER, TRANSFER_ENCODING
Feel free to star this issue if you would like Google App Engine to support setting of these headers:
http://code.google.com/p/googleappengine/issues/detail?id=342
-Marzia