Header add question

I'm running apache 2 home and at work.

I added "Header add set-cookie name=myCookie" to my home instance and it
worked fine.

However, at work I get "Invalid command 'Header', perhaps mis-spelled or
defined by a module not included in the server configuration"

I run IP virtual hosting at home, and name virtual hosting at work.
Or perhaps mod_headers is not installed? At work I do not have root.

Any help would be greatly appreciated.
Thanks in advance

BZ