Ahhh... I see you are another that found the SysInternals utilities before they got swallowed!
You also mention a couple utils that I am not familiar with, so I imagine it's time to go and do some more research. I think that what you are using TCPSpy for, I tend to use Wireshark with an HTTP filter.
So, again, welcome and thanks for the pointers and I look forward to checking out the book.
"I do not feel obliged to believe that the same God who has endowed us with sense, reason, and intellect has intended us to forgo their use."
-- Galileo Galilei