Packet Captures on Windows

On the UNIX side of the world there is a great utility called tcpdump, that allows you to capture traffic from the network. The nice part is its ability to do so from a specific host to multiple hosts, allowing you to filter out traffic between your self and a specific server pretty easily.

http://winpcap.polito.it/install/

In addition to intalling the winpcap driver, that allows your network card to go into promiscous mode. You can install Analyzer which is a free gui based packet capture and analyzer for windows.