This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
Instead of using an HTTP sniffer, it would probably be easier to use a tool like TCPMon, which understands web service requests, and can show request and reply in a very nice, structured view. It acts as a WS proxy, so after starting it up, you need to point your WS requests to it, and tell TCPMon where to send them. That's all explained in the documentation, and not hard to set up.