Your user.action excerpt lacks an URL pattern.

If you check your test URL with http://config.privoxy.org/show-url-info, you'll probably see that the filter isn't applied.

You could also enable the debug directives suggested at http://config.privoxy.org/user-manual/contact.html#SUFFCIENT-INFORMATION and check the log.

Adding an URL pattern should enable the filter.

There currently isn't a "proper" way to add a server header, so rewriting an existing header is the usual method. You can also append a new header to an existing header by using "\r\n". This is an undocumented "feature", though, and Privoxy itself will treat the two headers as one (changing this is TODO item #112).