Capturing Another Application's Network Traffic

@Big_or_what:
The question is what exactly you are trying to do:
- Do you have general admin access?
- Are you interested in the packets' data or in the packets themself?
- How will the program you're capturing data from access the network?
- Will the program run at Ring-3 or Ring-0?
- Will the data be encrypted?
- How much traffic do you expect to be captured?
- What transport and communication protocol will be used?

If you can't answer these questions, nobody can help you.

(for example: the sniffers posted here mostly capture all network traffic, not only one application; if SSL is used, all capturing will be useless; if you like to capture IGMP, most sniffers won't even know it; ...)