Great Tutorial on using Network Monitor –

http://technet.microsoft.com/en-us/video/Video/hh705191

Using NMCAP (Capturing from the Command line) -

http://technet.microsoft.com/en-us/video/technet-radio-it-time-using-network-monitoring-to-troubleshoot-office-365-connectivity-issues-part-2.aspx

and Capturing from a Box Without a Sniffer –

http://technet.microsoft.com/en-us/video/technet-radio-it-time-using-network-monitoring-to-troubleshoot-office-365-connectivity-issues-part-3.aspx

How Protocols Work –

http://technet.microsoft.com/en-us/video/technet-radio-it-time-in-depth-walk-through-of-the-5-basic-protocols-in-the-tcp-ip-stack