If you want to look at the traffic with Fiddler, you probably want to go the route of changing the machine.config file so that all .NET applications will send traffic through Fiddler. This helps ensure that you capture data from processes running in services, etc.
Open machine.config in the folder C:\Windows\Microsoft.NET\Framework\v4.0.30319\Config.
Note that if you are debugging a 64bit service (like ASP.NET) you will want to look in the Framework64 folder instead of the Framework folder. Similarly, if you are using a .NET version prior to 4.0, you will need to adjust the version part of the path.
Add the following XML block as a peer to the existing system.net element, replacing any existing defaultProxy element if present:
<!-- The following section is to force use of Fiddler for all applications, including those running in service accounts -->
<system.net>
<defaultProxy
enabled = "true"
useDefaultCredentials = "true">
<proxy autoDetect="false" bypassonlocal="false" proxyaddress="http://127.0.0.1:8888" usesystemdefault="false" />
</defaultProxy>
</system.net>
Ref http://fiddler2.com/blog/blog/2013/01/08/capturing-traffic-from-.net-services-with-fiddler
Note: You can use Fiddler to inject a User-Agent header on outbound requests if you like. Also, in the latest version of Fiddler, you can File > Import > Packet Capture to collect HTTP traffic out of .cap files captured using Microsoft NetMon or Microsoft Message Analyzer.