You guys may want to have a look at this tool:
http://www.microsoft.com/downloads/d...displaylang=en
It is on the lines of ethereal and wireshark... unlike ethereal you don't need to install WinPCap separately or anything...
If you prefer ethereal, you should try that tool. Just make sure you don't have any other network activity going (just to make your own life simpler, filtering can sometimes be difficult), start the capture, try connecting to the websites which cause problems, and then see what the capture tells you.