Header and footer templates of RadListBox are available since Q2 2010 ( version 2010.2.713), please make sure that you're not using an older version.
the Telerik team
Do you want to have your say when we set our development plans?
Do you want to know when a feature you care about is added or when a bug fixed?
Telerik Public Issue Tracking
system and vote to affect the priority of the items