I wouldn't bother to be honest. There's nothing anyone can do and I would advise you either delete it or fill in some random details to make life harder for the phishers.
On my hotmail account when you look at the junk folder it has a 'report phishing email' bit at the top.Maybe if you move the email from your inbox to junk, you could then deal with it.Never tried it but noticed the heading the other day so thought I could help you.