You want a network sniffer; I believe ethereal is available for XP, and the Unix version is pretty nice.
You'll need to get the packets to be physically visible to your PC; if your PC is also your router/firewall, no problem; if you're using a hub, also no problem. If you're using an external router and a switch, problem. Some switches can be configured so one port is a management port, which gets copied on all traffic, but that's not common in low-priced consumerish equipment. There are some 'active sniffers' that try to confuse switches in useful ways, but I don't know how well they work; you may be better off rewiring for this.
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