Modify the list of headers that are sent as part of the email messages

/**
* Add a new header
* $headers an array of the current email headers
*/
function add_email_header( $header ) {
    $header[] = "Content-Type: text/html; charset=\"" . get_option( 'blog_charset' ) . "\"\n",
}
add_filter( 'new_user_approve_email_header', 'add_email_header' );