You can work with the range object directly to easily add a return (paragraph mark):
Code:
Sub AddTwoLinesToHeader()
Dim r As Range
Set r = ActiveDocument.Sections(1).Headers _
(wdHeaderFooterPrimary) _
.Range.Duplicate
r.Text = "" 'clear header content
With r
.InsertAfter "This is some text."
.InsertParagraphAfter
.InsertAfter "This is a new para."
End With
End Sub