Among several things, you have the possibility to view the source code for the selected HTML elements. This means that you can also view the element properties based on which you can create your attach statements... It's not that the identify utility is not able to identify the headers. You may not be pointing your mouse on the right element. The IE Developer bar will actually help you in highlighting the header element on the browser itself following which you can use the identify utility to point your mouse over the correct element. Try the tool and you will see how helpful it is.
Otherwise you can programatically loop through all DIV tags within the HTML DOM:
'Ref required to MSHTML lib
Dim objHTMLDoc As MSHTML.HTMLDocument
Dim objHTMLDivCollection As Object
Dim objHTMLDiv as Object
Set objHTMLDoc = HTMLBrowser("IEBrowserWindow").Object
Set objHTMLDivCollection = objHTMLDoc.all.tags("DIV")
For Each objHTMLDiv In objHTMLDivCollection
' From here you can use the same technique to access the header elements and you can also add code to filter out the Div element that you need based on properties like innertext etc... depending on what you need.
Hope this helps...
If you always do what you've always done, you will always get what you've always got!