When I debug in Fiddler to see if the header is inserted, I don't see anything which is really strange.
It's not so strange as it might look. Besides to syntax error in the iRule (see comment of Michael Yates), Fiddler is the wrong place to look for the header. Fiddler runs on the client and the iRule inserts the HTTP Request header only into requests to the backend servers. So there is no chance to see those modifications in Fiddler at the client. As soon as your iRule works, you could add the following log statement to show the whole request, including any headers:
log local0. "[HTTP::request]"
Simply put that at the end of HTTP_REQUEST.
Regards
Kurt Knochner