Viewing message headers in Outlook 2003 for internal email

An associate and I are both working in Outlook 2003 SP3 and are running on the same Exchange 2003 server.  They insist that Outlook offers headers for internal mail (that is, mail sent from one domain user to another user on that same domain) and even cut and pasted the small amount of headers from an email showing the From and To headers with the same domain.

On my side however, I see nothing but blank space under "Internet Headers".  

Is it possible to see headers for internal email and if so, how?  
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perhaps his machine is configured to use pop/smtp and not the exchange connecter., or the message was originally created externally and then forwarded.
james_axtonAuthor Commented:
wolfcamel, we compared identical emails.  And one of our tests was for me to forward him an email that I couldn't see headers on and he would cut and paste the headers from the email and send them back to me.

Does anyone else have any insight into this issue?

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