You do that by adding a custom header using AddCustomHeader method on MailBuilder instance, while creating an email.
MailBuilder builder = new MailBuilder();
builder.Subject = "Test";
builder.Text = "This is plain text message.";
builder.From.Add(new MailBox("alice@mail.com", "Alice"));
builder.To.Add(new MailBox("bob@mail.com", "Bob"));
builder.AddCustomHeader("X-Mailer", "MyMailer 1.0");
IMail email = builder.Create();
// Send the message
using (Smtp smtp = new Smtp())
{
smtp.Connect("server.example.com"); // or ConnectSSL
smtp.UseBestLogin("user", "password");
smtp.SendMessage(email);
smtp.Close();
}