My personal preference for packet dumps is Ethereal.... It's a great tool..... Google brings it up at the top of the list. Don't forget that you will need WinPCap - I recommend 3.0 or 3.0.1(?), there have been issues with some of the later version IIRC.

Yu still have the issue of being able to see the packets on your network. It sounds like you have a linksys type router which acts like a switch. The DMZ trick _might_ work but you may only see the returning packets since I don't think the outgoing will be forwarded to the DMZ machine. If you try it then report back your findings, I'd be interested to know for myself.

Other than that you are going to need a hub or get real fancy with an ARP attack.