It seems you and I are not defining the "header" image ing the same way.
You choose the header image:
[**] The header image is 950×200 pixels. But thanks to the “Welcome message” option, you needn’t be confined to that height. You can create a a 950px wide image, upload it via Media > Add New, copy its URL, then go to Appearance > Theme Options and put the image in the “Welcome Message Content” box this way:
<img style="margin-left:-.75em;" src="IMAGE URL HERE" />
(Drawback: will show up on blog front only.)
Or are you wondering about the slideshow that shows up top?:
• Optional slideshow on blog front. [*] Displays images from your front-page posts, at 950×425 pixels. (If you use the feature, make sure your images are in those dimensions, otherwise they’ll be distorted or cropped. Note that you needn’t concern yourself with all the images you upload and/or insert into each post: <strong>the slideshow takes the first image you upload</strong> via the “Add an image” button of the post editor.)