Right click on the message and choose "messages headers …". Highlight the the headers and copy and paste. Alternately, just press "Control-H" when viewing the message to view the full headers.
Another option is to forward the message as an attachment — so the full headers are preserved in the forwarded message:
Create a new email message
Drag and Drop the old message into this new message.
In the "Drop message(s) into editor" dialog box, check the last check box at bottom of dialog box under heading "Attach or include message?" … here click "Add as attachment instead of including"