Try URLSnooper 2.Handling of this tool is simple also for newbies.Also you can use Firefox tools (strg+shift+I / or choose it).If you want to request specific datas to http/s header datas etc then you can also use some online tools (google online http headers) or direct tools like this simple one...
Code:
http://www.dreamincode.net/forums/topic/266444-masm-winsock-interacting-with-webpages/
...or you use any web debugger.
greetz