http.js

var http = require('http');

var options = {
    host: 'www.google.co.uk',
    path: '/',
    port: '80',
    //This is the only line that is new. `headers` is an object with the headers to request
    headers: {'auth': 'abc:123'}
};

callback = function(response) {
    var str = '';
    response.on('data', function (chunk) {
        str += chunk;
    });
    
    console.log(response.headers['set-cookie']);

    response.on('end', function () {
        //console.log(str);
    });
};

var req = http.request(options, callback);
req.end();