Change the options in your email so you can view full headers. Look where it says X-originating IP, that should be the sender's IP. However, this does not do you much good unless you know how to trace the IP. Even then, however, does not mean you will get any resolution to a problem.
You may be able to get their IP address via the X-Originating-IP header or other means, but that doesn't mean locating them. They could be sending email through a proxy or from an internet cafe etc They could also be in a foreign country.
To begin with, you didn't say which IM service is being used. There are of course many possibilities including MSN Instant Messenger, AIM, GTalk, and others. In addition, your dating site may well have implemented their own IM system - it's actually not that hard.
The single biggest problem with IP addresses and most instant messaging services it this: When you create an instant messaging conversation, you're not connecting to the person you're talking with at all. Instead, your instant messaging program connects to the servers that are used by the IM service. When you send an IM your message is sent to those servers, and then from those servers sent on to whomever it is you're IM'ing.
You can use a free email header tracer to obtain the IP address from the email headers and trace the location of the IP address. You just need to follow the instructions on how to obtain the email headers from Microsoft Outlook, Gmail, Hotmail and Yahoo Mail. The free email tracer will locate the Country, Region, City, Latitude, Longitude, ZIPCode, Timezone, ISP, Domain, Netspeed, Areacode and Weather of your IP address.