How do you configure "Expire Headers"

[#1]

Hi,
We're trying to configure "expires headers" in our htaccess file but just cant find any information on the site or anyone who can help. Tech support say yes this is possible but for any information on how to create/set up ask for help in the forums - we are really struggling!
Basically we cant add far future expires headers to css, js and images on the website - is there is a module that plusnet need to turn on at their end so we can enable them on the website or if not how do you set them up?
Can someone be so kind to give some simple to follow steps to get us going - much appreciated.    

[#2]

The official Apache details for this are here. Customising of headers is described here.
The askapache site here makes use of the latter customisation.
Note: I haven't tried of either of these, just providing the links as an answer to your question. Please feedback how things go and how you get on.
David