I've used that method too, but as far as I can tell, it doesn't work with headers.
They apparently can't be forwarded, nor do they appear if I try to print.
That's my experience. I think it's a shortcoming and I don't understand the logic behind it. If we are to fight phishing, we need to give the companies whose names are being used, the best and most helpful information possible.
ryck
"What Were Once Vices Are Now Habits" The Doobie Brothers