This example shows that request headers can be set for the download function.

headersTest.js

var casper = require('casper').create({
	pageSettings: {
		userAgent: "Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/35.0.1916.153 Safari/537.36"
	},
	viewportSize: {
		width: 1280,
		height: 720
	}
});

casper.on("remote.message", function(msg){
	this.echo("remote.msg: " + msg);
});

casper.on("resource.error", function(resourceError){
	this.echo("res.err: " + JSON.stringify(resourceError));
});

casper.on("resource.requested", function(resource){
	this.echo("res.req: " + JSON.stringify(resource));
});

var url = "http://example.com/";

casper.start().thenOpen(url).then(function() {
	this.echo("\ndownload begins: default");
	this.download(url, "test82_example_default.html", "POST", "content");
	this.echo("download ends: default\n");
	
	// headers for the next request
	this.page.customHeaders = {
		"Accept-Language": "fr"
	};
}).thenOpen(url).then(function() {
	this.echo("\ndownload begins: fr");
	this.download(url, "test82_example_fr.html", "POST", "content");
	this.echo("download ends: fr\n");
}).run(function(){
	this.echo("done").exit();
});

output.txt

E:\shared\temp\casper>casperjs test82_lang_header.js
res.req: {"headers":[{"name":"User-Agent","value":"Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/35.0.1916.153 Safari/537.36"},{"name":"Accept","value":"text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8"}],"id":1,"method":"GET","time":"2015-03-28T12:58:03.940Z","url":"http://example.com/"}

download begins: default
res.req: {"headers":[{"name":"Origin","value":"http://example.com"},{"name":"User-Agent","value":"Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/35.0.1916.153 Safari/537.36"},{"name":"Content-Type","value":"application/x-www-form-urlencoded"},{"name":"Referer","value":"http://example.com/"},{"name":"Accept","value":"*/*"},{"name":"Content-Length","value":"7"}],"id":2,"method":"POST","time":"2015-03-28T12:58:07.023Z","url":"http://example.com/"}
download ends: default

res.req: {"headers":[{"name":"User-Agent","value":"Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/35.0.1916.153 Safari/537.36"},{"name":"Accept","value":"text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8"},{"name":"Accept-Language","value":"fr"}],"id":3,"method":"GET","time":"2015-03-28T12:58:07.522Z","url":"http://example.com/"}

download begins: fr
res.req: {"headers":[{"name":"Origin","value":"http://example.com"},{"name":"User-Agent","value":"Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/35.0.1916.153 Safari/537.36"},{"name":"Content-Type","value":"application/x-www-form-urlencoded"},{"name":"Referer","value":"http://example.com/"},{"name":"Accept","value":"*/*"},{"name":"Content-Length","value":"7"},{"name":"Accept-Language","value":"fr"}],"id":4,"method":"POST","time":"2015-03-28T12:58:07.937Z","url":"http://example.com/"}
download ends: fr

done