To view the full header information on Mac Mail,
Select the message in question
Select menu item View, Show, Raw Source
Alternatively, you can use option-apple-U as a keyboard shortcut.
To help you understand the message header, use an email header reading tool such as Mail Tracker v1.1
Here is the result of email header analyzes for a spam message I received earlier today:
Received: from 2erize76.tk0li5.adelphia.net (bzq-84-108-207-33.cablep.bezeqint.net [22.214.171.124]) by mac.com (Xserve/smtpin39/MantshX 4.0) with ESMTP id k79GU2lK006849;Wed, 09 Aug 2006 09:32:10 -0700 (PDT)
SUMMARY - The reverse lookup name does not match the 'from' name (code=N). Sequence error -The 'by' name does match the 'from' reverse name in the header above (code=S). (more information.)
If you received a spam or fraudulent message, you can always report it by forwarding it to firstname.lastname@example.org.
For even more info, check out SpamLinks web site - everything you didn't want to have to know about spam.