Why can I only see limitted header data using Outlook with Exchange?

I'm trying to diagnose some mail issues and found that I have very limited access to message headers.  I use MS Exchange POP3 Connector which then posts the message to my mailbox.  When I right click the message in Outlook 2007 or 2003 I only get information such as below (note it does not show any communication between the mail servers which is what I need):  

Microsoft Mail Internet Headers Version 2.0
Received: from mail pickup service by mydomain.com with Microsoft SMTPSVC; Sun, 15 Jun 2008 02:53:54 -0700
Return-Path: <prvs=1052623835=noreply@theirdomain.com>
Cc:
Envelope-to: sales@mydomain.com
Bcc:
Delivery-date: Sun, 15 Jun 2008 02:43:56 -0700
thread-index: AcjOzPYTQoHHD/pGSr+S3S/t44496w==
Thread-Topic: FortiCare Ticket Update Notice. Ticket #218915 #JL# Adding multiple addresses to firewall policy Status: Pending Customer Feedback
From: <noreply@theirdomain.com>
Message-ID: <EF865C365C2B4A3BBD9234949CC3D444@mydomain.local>
To: <sales@mydomain.com>
Content-Transfer-Encoding: 7bit
Subject: FortiCare Ticket Update Notice. Ticket #218915 #JL# Adding multiple addresses to firewall policy Status: Pending Customer Feedback
Date: Sun, 15 Jun 2008 02:53:54 -0700
MIME-Version: 1.0
Content-Type: multipart/alternative;
      boundary="----=_NextPart_000_6546C_01C8CE92.49B47750"
X-Mailer: Microsoft CDO for Windows 2000
Content-Class: urn:content-classes:message
Importance: normal
Priority: normal
X-MimeOLE: Produced By Microsoft MimeOLE V6.00.3790.4133
X-OriginalArrivalTime: 15 Jun 2008 09:48:27.0717 (UTC) FILETIME=[F6134F50:01C8CECC]

------=_NextPart_000_6546C_01C8CE92.49B47750
Content-Type: text/plain;
      charset="iso-8859-1"
Content-Transfer-Encoding: 7bit

------=_NextPart_000_6546C_01C8CE92.49B47750
Content-Type: text/html;
      charset="iso-8859-1"
Content-Transfer-Encoding: 7bit


------=_NextPart_000_6546C_01C8CE92.49B47750--