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