Getting a name is going to be tough. But you can get a sending IP address pretty easy. Save the message to your computer in a .msg file format. Then open it up in a text editor like Notepad. Look for a line in there that starts with "X-MDRemoteIP:". The number after that is the IP address of the sending computer. You can then take that number to dnsstuff.com and do a Reverse IP lookup on it to get the host.
The problem is, unless they're doing something really stupid like sending this from a workplace, or a college, etc. all you're going to get back is the ISP's name and the location of the server it was sent from. Which probably doesn't get you very far. You'd then have to call the ISP and have them give you information, which will probably require police interferrence. And if they're using a free e-mail service, it's going to be doubly as hard.
Not saying that it can't be done, but it does require some leg work to get to especially if the person doing the harassing is trying to cover their tracks.