There are a number of things wrong here.
The first thing to understand is that you're not actually seeing the request at all-- the request you're showing in this screenshot is IE downloading Compatibility View List information, not any request you've made yourself.
You should probably start by reading http://blogs.msdn.com/b/fiddler/archive/2011/09/14/fiddler-and-windows-8-metro-style-applications-https-and-private-network-capabilities.aspx to understand how Windows 8 / Windows Server 2012 have changed and what you need to do to capture their traffic in a local loopback proxy.