Rodrigo
To look at the routing info you need to view the headers of the message not the IMC header. If I remember correctly in OL97 you select the message then go File|Properties and details and you will see the last SMTP\POP3 server information, They should be identical across all the affected messages (apart from times maybe).
The type of connection I meant was from Exchange server to Internet\ISP, I am guessing you are using an ISP.
It would also be useful to turn on\up the logging for the IMC temporarily to get more info about what is happening on message retrieval and SMTP events.
Chris