You need a proxy such as Fiddler. Fiddler is a freeware HTTP Debugging Proxy which allows you to inspect all HTTP Traffic, set breakpoints, and "fiddle" with incoming or outgoing data.
Panos
2008-11-06 00:53:18
Firebug is also a great addition to Firefox that will let you see HTTP traffic as well as lots of other aspects of your pages.
TCPMon is a Java based TCP proxy, not as full featured as Fiddler appears to be, but runs on anything with a JVM.
i can't beleive nobody mentioned tcpdump or wireshark (the tool previously known as Ethereal). There was also a time when several articles said that every network administrator should have a Mac only to run Etherpeek (now known as OmniPeek, and runs on windows instead of mac)