Have you seen this as a way to add headers to the bcp output?
http://stackoverflow.com/questions/1355876/export-table-to-file-with-column-headers-column-names-using-the-bcp-utility-an
You could also migrate to using SSIS, that will let you include headers. If you do this then I really really recommend spending a day or so learning BIML and doing it in that as even a week learning BIML will pay back pretty quickly.