I'm not able to get CSV autoheader to work with CSV files that are delimited with a pipe (|). The DELIMS field in transforms.conf seems to ignore the pipe symbol.
The reason why this delimiter is used is because columns can contain any other random character (also quotes).
Comma-separated CSV files are working fine.
I've been using this procedure : http://www.splunk.com/base/Documentation/4.0.10/Knowledge/Extractfieldsatindextimebasedonfileheaders