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if your using outlook or live mail (the downloaded one) you right click the email and choose properties it will show you the full header of the mail, if the "Xreply to and/or Xreceived from" are by anything but blizzard its a fake. using the free webmail apps go into your options and tell it to show complete header and footer info it will put the info in the footer of the email (it isn't seen otherwise)
You don't need headers to know it's a fake. Blizzard can spell and use proper grammar and punctuation. Blizzard does not ask you to prove who you are or they'll ban you, they ban you and then make you contact them. Check the URL by hovering your mouse over it and looking at what the statusbar in your browser says. Even then, manually type in worldofwarcraft.com to access account management.