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procyTrace is a free Windows program watching the HTTP trafic, like HTTPwatch does, but with a much simpler functionality. It can be downloaded from When you start it, you can specify a port number which will be used for the proxy Server. In your browser options, you define localhost as proxy for the given port number. After this, all HTTP requests and responses will be recorded by proxyTrace.exe and can be analyzed. 

I found this tool (but any other tool of this type will do as well) particularly useful  for authentication problems.  Using a proxy Trace, is the fastest and most efficient way to find out whichof the 39 dependent requests triggered by a web page has led to an HTTP 401 status code and therefore caused the unpopular browser authentication popup to appear.

See below a screenshot of the tool: