Here are the msn directions on how to get to headers.
View message routing information
Message routing information identifies the origin of a message and the time it was sent. If you want to report instances of e-mail abuse or harrassment, you need the information that's contained in the full message headers.
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Click Options.
On the left side of the page, click Mail.
Click Mail Display Settings.
In the Message Headers section, click Full.
Click OK.
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