I've got Yahoo Mail, there's a link just below the message frame and to the right labeled "Full Headers". It could be because I've kept the "old" Hotmail interface, but the instructions I found for viewing Hotmail headers doesn't work for me:

You can determine the source and path of an e-mail message by viewing the e-mail header information. This information can be used by system administrators to track incoming messages and to help reduce junk e-mail (Unwanted, unsolicited, or illicit e-mail or other electronic messages, including spam.) . To view the e-mail header information:

1. Sign in to the Windows Live Hotmail website with your Windows Live ID (The user name and password that you use to sign in to any Windows Live, MSN, or Office Live sites and services. If you have a Passport Network, Hotmail, or Messenger account, you can use it as your Windows Live ID.) .
2. In the left pane, click Mail.
3. In the folder list, click Inbox.
4. Click the message in the message list to open it.
5. Right-click in the message window, and then click View source.