I'm amazed no one mentioned Etheral works just fine under Windows (well, at least it runs as well as any OTHER Windows software seems to, let's put it like that). I guess those of use lucky enough to use Linux/Unix/*BSD etc forget there are other, less fortunates out there :)
You can install PCAP for Win32, as well as Ethereal for Win32. Try http://www.ethereal.com/distribution/win32/ Sean McPherson