Added a required header for ajax requests

@antoviaque, this is a minor fix to make my xblock subthread works properly. Basically, that header is missing when doing cross domain request and it is required to get the proper behavior from the django views. Without that, django.request.is_ajax returns false. Note that this doesn't affect anything else since that the header was always set in all other cases: https://github.com/jquery/jquery/blob/master/src/ajax/xhr.js#L62-L66