C#: Handling WebClient "protocol violation"
Looks like the easiest way is including a .config file with your app containing the following:
<system.net>
<settings>
<httpWebRequest useUnsafeHeaderParsing = "true"/>
</settings>
</system.net>
However it's also possible to do it within the code but it seems a little messy:
http://social.msdn.microsoft.com/Forums/en-US/netfxnetcom/thread/ff098248-551c-4da9-8ba5-358a9f8ccc57
Also note that the MSDN definition of that property is
Setting this property ignores validation errors that occur during HTTP parsing.
http://msdn.microsoft.com/en-us/library/system.net.configuration.httpwebrequestelement.useunsafeheaderparsing.aspx
So I'd say it's fairly safe to use, although it does mention to only use it for backwards compatibility.