What e-mail program do you use. You mention using Explorer, so I take it you use Outlook Express? If so, open up the e-mail, then click on the "File" menu, scroll down to "Properties" within that menu, click on it. Another window will pop up. If you click on the second tab labelled "Details" you will see all the info there. Usually the first item is the "Return-Path" and that has the e-mail address of the sender. However, creative types get around this. The "Details" are what is more commonly known as the headers of an e-mail. (I dunno why MicroSoft has to be different and call them "Details".)
Here is a page that explains it. I'm not all that knowledgeable about what each line means.
http://www.usus.org/elements/tracing.htm