The name of the weed is less important than the type of weed. This is a broadleaf weed - as opposed to a grassy weed. It should go away with Weed b Gon or Weed b Gon Chickweed, Clover, and Oxalis Killer.

I think I also see a blade or two of nutsedge. Nutsedge is a sedge and not a grass. Trying to kill nutsedge with a grass killer or broadleaf killer will not work. You need a sedge killer like Image or Sedgehammer. Nutsedge is a swamp type plant, so I suspect you are watering far too frequently and keeping the soil toward the soggy side. For the best lawn your soil should dry out completely and remain dry for several days between watering.

Henbit is the broadleaf weed.

Do as dchall said and you will be weed free in no time.

Henbit is embarrassingly easy to pull out by hand. The young roots have no ability to grab the soil. There will be more seed in the soil, so whether you pull or spray, those seeds will germinate. It will need continual pulling or spraying through the spring. Once you have all the seed germinated and killed, you should be good for the rest of the season. Dense turf and proper watering are the best control.