Issue with amazon CDN, error 502 on JS and font files

I am about to setup a cdn for my website using amazon cloud front.

It works nicely with pictures, but will throw errors on font and js files. The rules are set up exactly the same, I don't know why I am getting this error:

Font from origin 'foo' has been blocked from loading by Cross-Origin 
Resource Sharing policy. No 'Access-Control-Allow-Origin' header is 
present on the requested resource. Origin 'bar' is therefore not 
allowed access. The response had HTTP status code 502.

I read about the Access-Control-Allow-Origin header and added it to .htaccess like this but to no avail:

Header add Access-Control-Allow-Origin "*"

(Also tried with Domain name, no difference.

Any hint is highly appreciated.