download netmon3 here:

http://www.microsoft.com/downloads/details.aspx?FamilyID=aa8be06d-4a6a-4b69-b861-2043b665cb53&DisplayLang=en

and if you don't run it elevated, you'll see the error message as follows when you click the play button:

“None of the network adapters are bound to the Netmon driver"

Read the bottom part to make it sure that you didn't make a mistake.