http://cpansearch.perl.org/src/GAAS/libwww-perl-5.825/Changes

    HTTP::Headers now special case field names that start with a
    ':'.   This is used as an escape mechanism when you need the
    header names to not go through canonicalization.  It means
    that you can force LWP to use a specific casing and even
    underscores in header names.  The ugly $TRANSLATE_UNDERSCORE
    global has been undocumented as a result of this.
[download]

seems to work

#!/usr/bin/perl ---

use strict;
use warnings;


use LWP 5.800;
my $h = HTTP::Headers->new;

$h->header( qw' :SM_USER waldo ');
print $h->as_string;
__END__
SM_USER: waldo
[download]