Powershell

First up, enable Powershell scripting on your local box:

set-executionpolicy remotesigned

Next up download and install PowerGui, which gives you an IDE with intellisense:  http://www.powergui.org/

$url="http://stevenhollidge.com"
$webclient = new-object System.Net.WebClient
$webclient.Headers.Add("USER_PID", "A32427")
$webclient.DownloadString($url)

This code helped out the Mighty Madu Alikor and I during some debugging today.