If you need a handily tool to Capture and analyze all communications over the HTTP protocol then xIBL HTTP Sniffer and Analyzer is a program for you.
HTTP transactions can be examined to see the HTTP header values, cookies, query strings and Error Codes. HTTP packets can be saved on the hard drive for future use.
HTTP Sniffer and Analyzer supports all today's browsers and their plugins, as well as works with your own software.