It is possible.
Simply set the MessageID property on the MailBuilder instance or on the final IMail object instance:
MailBuilder builder = new MailBuilder();
builder.Text = "Plain text";
builder.MessageID = "1234@example.com";
IMail email = builder.Create();
By default MailBuilder class generates several properties if they are empty, so that resulting email is RFC compliant. Those include Date header, Message-ID header and Sender (when there is more than one From email defined) header.
You can disable this behavior by setting MailBuilder.SetDefaults property to false.