How to modify wordpress email headers

Hi,

Is there any way to implement http://www.list-unsubscribe.com/ by default. It should be implemented by default i.e. whatever email is sent from the server, this list=unsubscribe header should be automatically appended.

Header to be appended- List-Unsubscribe: <mailto:[email protected]>, <http://domain.com/member/unsubscribe/[email protected]?id=12345N&gt;

Can it be done using wordpress filter without installing any plugin? How to do that?