添加相关id到自动生成的遥测与应用洞察力

I'm very new to Application Insights, and I'm thinking of using it for a set of services I plan on implementing with asp.net webapi. I was able to get the basic telemetry up and running very easily (right-clicking on a project on VS, Add Application Insights), but then I hit a block. I plan to have a correlation id set in the request headers for calls to downstream services, and I would like to tag all the telemetry related to one outside call with the same correlation id.I'm very new to Application Insights, and I'm t