aolserver keeps track of the headers to send out to the browser. If you want to add a header, you would add it to the "ns_set" data structure (which is like a hash) which is associated with the returning headers.
So in your tcl script associated with the page, you can add content or headers in any order, any mix. Once the page is output, the saved output and the headers go out in the correct order.
For details, see the aolserver tcl api: you will need to get the ns_set that has the headers and then add your header to it.