Screen-scraper & Fiddler

Sure, screen-scraper has a settings dialog specifically for using an external proxy. Screen-scraper has one built in, so you don't necessarily *need* a proxy like Fiddler or Tor. Screen-scraper's proxy can be turned on or off as you need, and it'll log any traffic between you and the big Internet.

One advantage to using an external tool is the "live" ability to tamper with the request headers and post data. If that's what you're after, you can either go ahead with Fiddler, or use some little extention for Firefox called TamperData to do approximately the same thing. I believe TamperData is for FireFox 3. (I think... I'm an Opera user, myself, but TamperData is handy at times.)

At any rate, yes, you could use Fiddler. I don't know much about it, but it seems to me that it's a program that you install to your local machine, right? If so, then find out which port it's using, and in screen-scraper, use the settings dialog to get to the "External Proxy" panel, and then just enter "localhost" in the "Host" box, and the port number in the "Port" box. (username and password fields may be left blank if none are required by Fiddler.)