I think you can use FiddlerCore for this. Here is a sample showing how to use it with c#.
Fiddler.FiddlerApplication.BeforeRequest += sess=>
{
Console.WriteLine("URL: " + sess.fullUrl);
sess.bBufferResponse = true;
};
Fiddler.FiddlerApplication.Startup(8877, true, true);
Console.ReadLine();
Fiddler.FiddlerApplication.Shutdown();
System.Threading.Thread.Sleep(750);