Document the headers parameter for set_tunnel.

Doc/library/httplib.rst

@@ -428,11 +428,14 @@ HTTPConnection Objects
    debug level is ``0``, meaning no debugging output is printed.
 
 
-.. method:: HTTPConnection.set_tunnel(host,port=None)
+.. method:: HTTPConnection.set_tunnel(host,port=None, headers=None)
 
    Set the host and the port for HTTP Connect Tunnelling. Normally used when
    it is required to do HTTPS Conection through a proxy server.
 
+   The headers argument should be a mapping of extra HTTP headers to to sent
+   with the CONNECT request.
+
    .. versionadded:: 2.7