Dim hf As HeaderFooter, oShp As Shape, oSec As Section

For Each oSec In ActiveDocument.Sections
    For Each hf In oSec.Headers
        If hf.Exists Then
            For Each oShp In hf.Shapes
               oShp.WrapFormat.Type = wdWrapBehind
            Next oShp
        End If
    Next hf
Next oSec