A good site to check out on sniffing connections is www.remote-exploit.org they have a bootable cd you can even use. The video tutorials are a bit dull but will explain things in an easy way.

Check google for "Man in the middle" attacks, Although I use the term "Attack" this is another great way to check if any info is being sent from a computer, You will need two nic cards or at least two network connections (wired,wireless).