Go to the Message menu and choose Forward to open a new message containing the spam email. Click just above the message's body text to place your cursor there. Then, choose Paste from the Edit menu to paste the headers into the new message. Be very skeptical of junk email messages that contain instructions for replying in order to remove your address from their mailing lists. Usually, your reply will either bounce back as undeliverable because the message contained a fake reply address or you'll continue to receive spam.
Spammers sometimes use such replies as confirmation that they have an active email address.
However, spammers have been known to use these lists to obtain valid email addresses for their mailings.