Reading Network Traffic

I want to intercept all network traffic coming and going from a specific application on a Windows XP. How do I get started doing this?

The goal would be to reverse engineer the API used between the local software and the remote software and impleme开发者_开发技巧nt the same API in my own software package.

I can program in anything, Java is the easiest however.

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Just use Wireshark, no need of programming anything.