These are plain text messages sent between your browser and the web server. They contain various information about your browser and the items you're viewing. Although certain messages will affect your browser's operation, several others are purely informational and not really needed. The Proxomitron allows you to alter delete or even add any HTTP header message. Also it's log window allows you to easily view all header messages sent between your browser and the web server.
New filters are very easy to add.
Note the check boxes, these let you enable a filter for both incoming or outgoing header messages.