Play 2.0.1 and setting Access-Control-Allow-Origin

I have a Play 2.0.1 application that I want to call using Javascript hosted on other domains. My Javascript call is failing with:

Origin http://mydomain.com is not allowed by Access-Control-Allow-Origin.

I have found a number of examples of how to set the correct HTTP header in Play 1, but have not found anything for Play 2.0.1. After reading the documentation (http://www.playframework.org/documentation/2.0.2/JavaResponse) I've tried the following just to get things working:

public static Result myJsonWebService() {
  ...
  response().setHeader("Access-Control-Allow-Origin", "*");
  return ok(toJson(jsonObject));
}

but my JS web service call is still failing.

What do I need to do to get this working?