Another useful freeware tool I’ve just come across is Fiddler 2,
This is a smart little Web Debugging Proxy utility which logs all HTTP(S) traffic between your computer and the Internet. Fiddler allows you to inspect all HTTP(S) traffic, set breakpoints, and “fiddle” with incoming or outgoing data. Fiddler includes a powerful event-based scripting subsystem, and can be extended using any .NET language.
Fiddler is freeware and can debug traffic from virtually any application, including Internet Explorer, Mozilla Firefox, Opera, and thousands more.
Download a free copy today at http://www.fiddler2.com