If you need a handily tool to capture and analyze all communications over the HTTP protocol then xIBL HTTP Sniffer and Analyzer is a program for you.
HTTP transactions can be examined to see the HTTP header values, cookies, query strings and error codes. HTTP packets can be saved on the hard drive for future use.
HTTP Sniffer and Analyzer supports all today's browsers and their plugins, as well as works with your own software.
Evidence Wiper
This nifty tool allows to clean all traces of your internet activty: Internet Explorer history, typed URLs, cookies, favorites and cached data
launched applications, viewed files, find files recent lists and much more ! More info...