No HTTP headers = Bad compatability

I was attempting to use this on my netduino, with an application written also in .NET on desktop. HttpWebRequest refused to work with it and I couldnt figure out why. So I fired up Fiddler, and low and behold there were no HTTP headers. I added a simple default "200 OK" header to everything and some basic response data. Works with HttpWebRequest no problem.

I also added something to your Utils, a string format method. I borrowed it from NetMfCommonExt, and I made a not as such.