Assuming you want to look at the messages being passed accross the wire:
You can get a tool called Fiddler2, this acts as a proxy and can be set up to listen between your service and client, see:
http://stackoverflow.com/questions/3744602/soapui-with-fiddler[
^]
Years ago I used to use this
http://www.pocketsoap.com/tcpTrace/[
^]. Don't be fooled: is traces http. The advantage of this is it won't hook into your browser directly and has a simpler interface. The downside is that it is less fully featured than Fiddler.
Both tools are free. There may be better ones out there now ( I use Fiddler for Web-UI work, it is excellent for this) but if you just want a basic see what is going across the wire utility, tcptrace is pretty good.