How do I add custom content to a HttpWebRequest header in VB.Net

I currently have a HttpWebRequest wcustom header written in VB.net defined as:

Dim request As HttpWebRequest = CType(WebRequest.Create(url), HttpWebRequest)
            request.Method = "POST"
            request.Headers.Add("X-SessionID", sessionID)
            request.ContentType = "application/json; charset=utf-8"

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I need to add in the content as below created using PHP/JS.

$options = array(
  'http' =>
  array (
    'method'        => 'POST',
    'header'        => 'X-SessionID: ' . $MY_SESSION_ID . "\r\n" .
                       'Content-Type: application/json',
    'content'       => json_encode($mylist1),
    'ignore_errors'  => true,
  )
);

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How do I do this?