Bear in mind, oldmancap, that the purpose of the Data Protection Act (DPA) is to prevent the misuse of data (whether held electronically or otherwise).
Many people fall under the misapprehension (as you seem to have) that using any information at all which identifies people is prohibited. This is obviously nonsense as it would prevent many legitimate activities by organisations and individuals from taking place.
Furthermore, it only applies to that data which is held, or intended to be held, on computers or held in a 'relevant filing system'. As well as this, normal �domestic use� is not covered by the Act. There are no restrictions on individuals holding data on others for personal use (e.g. as an �address book�, either on paper or in a telephone or computer).
If someone has sent you an e-Mail, even if their identity can be established from that e-Mail, you do not suddenly become a �Data Controller� as defined by the Act and are not subject to its provisions. If you wish to use the e-Mail as some sort of evidence this would be perfectly acceptable, just as producing a letter for the same purpose would be.