But is it possible to create and header element of message uisng JDOM or not? Because as far as I know only BODY element can be defined.
Yes, you can. The creation of Header is just like the creation of Body, kind of "business as normal".
If your Document is created along this line:
you can add the Header before Body...
After that, you build the Header just like how you build the Body (putting your jDoc into it, I suppose).
ps: How come your address is in no namespace (or is it somehow in some default namespace of agi)? In any case, you know better what you actially get and I am not in a position to take what you posted to the letter literally.