Outlook 2002 Internet headers empty

Question

I'm trying to troubleshoot a bounceback email on an Outlook 2002 client. They are sending email through regular pop3 and SMTP. For the bounceback message, the "Internet Headers" section of properties is empty -- in fact, the whole box is greyed out. Why? I've seen on other discussion forums that there are no headers when an Exchange user is emailing another Exchange user, but Exchange is not in the picture here.