How to intercept HTTP requests and responses of a client machine (like fiddler does)

Question

I thought that the only way to intercept a request is to use a proxy, but fiddler somehow can intercept HTTP requests and responses without configuring anything on any brows

Answer 1

From the MSDN notes on extending fiddler

Fiddler supports a JScript .NET event-handling engine that allows the user to automatically modify the HTTP request or response. The engine can modify the visual appearance of the session in the Fiddler user interface (UI), to draw attention to errors or to remove uninteresting sessions from the list altogether.