I need to customize my website's header to include a line about my new P3P policy. I really have no clue as to how to do this. I read that the way this is done is to set the HTTP header via the web server. But apparently to do this I'd need to recompile Apache to include the mod_headers module. Is there a tutorial on how to do that? I really have no clue. Can I even recompile Apache on a shared server?
You can't recompile Apache on a shared server! However, if your page is served by PHP, and it's easy enough to make sure that it is, you can use the header() function to send custom headers. In Perl, you just echo the headers directly.