From time to time I receive a forwarded email from a user, which requires the need to examine the message header. Currently I have just added full mailbox permissions, created a profile, attached to this user account and then examined the header of the message in question. Is there an easier way, a way from the Exchange management console? Thank you.

They can simply drag the message into a new message and forward to you ( Or insert OUtlook Item) and that will keep the message with the headers intact and there is no need to open their mailbox.

I agree, but asking an end-user to do that is like pulling teeth :)

Unfortunately, there is no way to examine those from the server. Exchange message tracking will only give you internal hop information of course, so its wont help in the typical scenarios.