Here's how to add your own headers to an HTTP request, download the page, display the headers and the page's body, and then use a regular expression to search for a pattern:

<code delphi>
//Uses TRegExpr library www.regexpstudio.com
uses
	[...] httpsend, RegExpr;

procedure TForm1.Button1Click(Sender: TObject);
var
	Header : TStringList;
	Contents : TStringList;
	URL : String;
	Result : String;
	Expression : string;

begin
	Header := TStringList.Create;
	Contents := TStringList.Create;

	with THTTPSend.Create do begin
		try
		  //Proxy launched on localhost:50000
		  ProxyHost := 'localhost';
		  ProxyPort := '50000';

		  //Synapse already adds the following : How to remove and add one's own?
		  //User-Agent: Mozilla/4.0 (compatible; Synapse)
		  //Header.Add('User-Agent : Mozilla/4.0 (compatible; MSIE 5.5; Windows NT)');
		  Header.Add('Accept-Language: fr-fr,en-us;q=0.7,en;q=0.3');
		  Header.Add('Accept-Charset: ISO-8859-1,utf-8;q=0.7,*;q=0.7');
		  Headers.AddStrings(Header);

		  URL := 'www.cnn.com';

		  //HttpGetText(URL, Contents) doesn't return headers
		  if not HTTPMethod('GET', URL) then begin
			ShowMessage ('ERROR : ' + IntToStr(Resultcode));
		  end else begin
			ShowMessage(Headers.Text);
		  end;

		  //Let's save page's body (excluding headers) into a string and display it into a label
		  Contents.LoadFromStream(Document);
		  Result := Contents.Text;
		  Label1.Caption := Contents.Text;

		  //Let's check if we can find '&lt;body&gt;' in the page
		  with TRegExpr.Create do
			try
				ModifierI := True;

				Expression := '&lt;body&gt;';
				if Exec (Result) then begin
					label1.Caption := 'Found';
				end else begin
					Label1.Caption := 'Not found'
				end;

			finally
				Free;
			end;
		finally
		  Header.Free;
		  Contents.Free;
		end; //try
  end; //with THTTPSend.Create do begin

end;
</code>