In Outlook 2003 when pointing to View > Options in the opened item, the Internet header is shown - not the full message source.
In order to view the header and source from Internet mail servers, editing the resgistry is needed:
1. Backup registry.
2. Start<Run< type regedit
3. Browse to HKEY_CURRENT_USER\Software\Microsoft\Office\11.0\Outlook\Options\Mail
4. Right click "Mail" and create new DWORD with the following details:
Set Parameter to: SaveAllMIMENotJustHeaders
Set Value to: 1