trouble setting custom headers

trouble setting custom headers

I am trying to set an "AUTH-KEY"  into my HTTP Header for a GET request to our Postal Services API. I am receiving a 403-forbidden error, which suggests a problem with the key being read.(the same key works using PHP Curl, so its ok).
Is it possible to set a custom header (with the AUTH-KEY) AND use jsonp???
  1.    $().ready(function() {
    $.ajax({
        type: "GET",
        url:"https://auspost.com.au/api/postage/parcel/domestic/calculate.json?",
        headers: {
            "AUTH-KEY":"xxxxxxxxxxxxxxxxxxx"
        },
        dataType:"jsonp",
        data:{
        "from_postcode":"2470",
        "to_postcode":"2000",
        "length":"53",
        "width":"31",
        "height":"25",
        "weight":"11.88",
        "service_code":"AUS_PARCEL_REGULAR"
        }
    });
    });