Hi!
Thank you for your prompt response.
I don't know exactly what version I used. I do know that it was pretty
recent: I update Fiddler on the regular base.
I'm connected to the Internet through a cable modem (via Ethernet
card).
"Monitor all connections" wasn't checked. One connection "Dafault LAN"
appears in the boxbelow the checkbox. When I checked "Monitor all
connections", the error message stopped to appear :-)
I use my own PC at home, so noone controls my machine using group
policy.
Now I have another problem: requests from IE, Chrome and Skype are not
captured by Fiddler. Requests from any other application I used
(Opera, Java-based applications) with 127.0.01:8888 proxy setting are
successfully captured by Fiddler.
Actually, as I can see, this is not Fiddler problem. For some reason
my IE ignores its proxy server settings. Even if I write garbage
there, IE is still able to retrieve a page...