My colleague on the ACE Performance Team, Vitaliy Konev, recently posted a blog post and video discussing how to set up Fiddler on a web server as a reverse proxy. This is how you would capture HTTP traffic when you are not using a web browser client and you are also unable to configure the end-system to use Fiddler as a proxy.
The video and walkthrough goes through setting up Fiddler on the server, capturing the traffic (adding neXpert steps along the way), and then creating a VSTS web test using the Fiddler capture.
Check it out!
Post - http://blogs.msdn.com/ace_team/archive/2009/05/29/how-do-i-set-up-fiddler-s-reverse-proxy-to-create-a-vsts-2008-web-test.aspx
Video - http://msdn.microsoft.com/en-us/teamsystem/dd876614.aspx
Thanks for the post. This worked perfectly for me.