How to set Accept header in a web request?

I'm trying to use a web request to get some data from a web service that returns JSON by default but I want XML so I can use the XML Query action.  In order to get XML from the web service I need to set the Accept header of the web request to "application/xml" or some variation.  I tried going to the configuration for the web request, expanded "Add Header" and added:

Name: Accept

Value: application/atom+xml, application/atomsvc+xml, application/xml

But when I run the workflow it gets an error in the the web request:

This seems to be a .NET exception but I don't think the appropriate property/method is exposed in the Nintex web request configuration - or is there another way to do this?