You may try either Burp ( http://portswigger.net/burp/ ) or Web Scarab ( http://www.owasp.org/index.php/Category:OWASP_WebScarab_Project ). Both are written in Java, downloadable as zip Files and don't require admin rights ... but java. If they don't fit you can either try one of the numerous other stand alone web proxys ( http://www.owasp.org/index.php/Phoenix/Tools#HTTP_proxying_.2F_editing ) or a Firefox plugin ( http://www.owasp.org/index.php/Phoenix/Tools#Browser-based_HTTP_tampering_.2F_editing_.2F_replaying ).
If the application is developed with Eclipse: This also has some simple Traffic Monitoring tools
