Arsen,
The XMLReceive pipeline debatches your envelope using the XML dissembler component, and will promote individual message properties providing they are correctly marked as context properties (and assuming they are in the message!)
If you need to push custom non-message properties into each message, you could create a custom pipeline and place your pipeline component that acts on each disassembled message in the resolve party stage.
Here's a link to a custom context property promotion component. You'll see in the example that it is placed in the validate stage - I believe validate or resolve party are both ok. Hope this helps!