Hello,
You can add multiple HTTP headers in the send string of a HTTP monitor, separate with a \r\n (CR/LF).
As an example, you could do:
GET /Citrix/XenApp/auth/login.aspx HTTP/1.1\r\nUser-Agent: Mozilla/4.0 (compatible; MSIE 8.0; Windows NT 5.1; Trident/4.0; InfoPath.1; .NET CLR 2.0.50727; .NET CLR 3.0.04506.648)\r\nHost: 1.2.3.4\r\n etc. etc.
You might want to check out our Citrix deployment guides available @ http://www.f5.com/solutions/resources/deployment-guides/. There are some specific examples of what health monitors should be used for Citrix to check its availability. I know one of the preferred monitors for the Web Interface is to actually do a HTTP POST to pass auth credentials across in the monitor.