In Outlook 2003; message headers were available to review.  To get this functionality in Outlook 2007, you must apply a registry hack.

 Warning, messing with the registry can render you operating system inoperable, apply these steps at your own risk.

1 Log onto your PC with an administrator account.
2 Open the "Start" menu, type "regedit" into the search field and hit "Enter." The Registry Editor tool will now launch.
3 Navigate to the "HKEY_CURRENT_USER\Software\Microsoft\Office\12.0\Outlook\Options\Mail" directory.
4 Right-click in the open space on the right side of the window and choose to create a new "DWORD Value."
5 Enter "SaveAllMIMENotJustHeaders" as the name of the new value.
6 Double-click on the new value, set the value as "1" and then press "OK."
7 Close the Registry Editor and open Outlook 2007.
8 Right-click on the message whose source code you want to view and select "Message Options." The full source code of the message is now viewable in the pop-up window that appears.