Yes, this should be possible. There is a sample called
FilterSample.java which can be found from the Nokia Activ Server 2.1 installation folder \servlets\samples.
According to the comments in the file:
* The FilterSample class implements a simple header filter for Nokia Activ Server. This sample adds one new header to the HTTP header that can be passed to a origin server or to another servlet in a servlet chain.
PLease check the file and Nokia Activ Server 2.1 Programmer's Guide for more information.