Take a look at this post of Tim Heuer in which he talks about modifying the Authorization header in network calls with Silverlight 4.
A little bit of hidden gem in the Silverlight 4 release is the ability to modify the Authorization header in network calls. For most, the sheer ability to leverage network credentials in the networking stack will be enough. But there are times when you may be working with an API that requires something other than basic authentication, but uses the Authorization HTTP header.