Portable Class Library and HttpWebRequest.UserAgent

In my W8/WP8 portable class library the user agent of HttpWebRequest is always null. Since the target server requires a user agent I cannot get my code to work as a portable class library.

I tried to set request.Headers[HttpRequestHeader.UserAgent] but it fails with an exception "The 'User-Agent' header must be modified using the appropriate property or method.\r\nParameter name: name".

The HttpWebRequest does not have a property called UserAgent! Is there any other way to set the user agent of my webrequest?

thanks

Steffen