Hotmail

Click on Options (near the top right of the screen)
Click on Mail Display Settings (under Additional Options)
Under Message Headers click on Advanced
Click on OK to save

Go back to your inbox and now all e-mails should show with the headers included. You will also normally have an option to View E-mail Message Source for all e-mails except those from Hotmail Member Services. Click on this to bring up the headers.

Now use your mouse to highlight the headers, use Ctrl-V to copy them and use Ctrl-C to paste them into the body of a file or the e-mail you need to send in.