You can enable a TCP dump on the box itself which will capture partial packets that you can then view in Wireshark:
Press Home 5x, FF 3x, Rewind 2x: "enable debug logging" - tcpdump is now enabled on the box. It creates a circular log of packet traces that can be accessed at http://<ipaddrOfDvp>/pkgs/ in log0,log1, log2,log3 that can be filled circularly.
Perhaps that is all you'll need. I've also used Virtual Router to allow capture with Wireshark.