There are serveral methods of monitoring network traffic in both the browsers and at the network level for free.

With Internet Explorer use fiddler2 which is a Microsoft application and can be found at www.fiddler2.com

With Firefox use either LiveHttpHeaders or Firebug

To analyse traffic at the network level use the excellent Wireshark which can be downloaded at www.wireshark.com

Look at this article on http status codes for further help on those.