A known limitation using "bcp" utility in SQL Server (2k5,2k8,2012) is that there is no way to include meta-data (say header names) to any exported table. There are some trick you can do to overcome such problem.
The basic idea is to create two ascii files, one with the
header and one with the data. Then, you can create the final file that
is the result of the concatenation of the above. Note the trick that is
used in order to get a string that contains the columns of the respected
table with the use of the global temp table.
I hope that this solution (that is indeed not very elegant) will help any friend facing the same problem.