A few examples of how to send headers from a controller...
/* Set Content-Type */
$response = $this -> getResponse();
$response -> setHeader( 'Content-Type', 'text/html; charset=utf-8' );
$response -> response();
/* Set HTTP Status */
$response = $this -> getResponse();
$response -> setHeader( $this -> getRequest() -> getServer( 'SERVER_PROTOCOL' ), '404 Not Found' );
$response -> response();
You could also use $_SERVER[ 'SERVER_PROTOCOL' ] however it is recommend to extend the request class do some cleaning of the super globals then you should be good to go.