1. Locate the WinHTTP Trace file in the Downloads section of this site. 

2. The winhttptracecfqui.exe is zipped.  Extract this file to the root of C:\

3. Open cmd line and go to root of C:\ by typing "cd c:\" (without the quotes)

4. Run the following:
winhttptracecfg -e 1 -m 1000000000

5. Reproduce the problem you are trying to capture.

6. To stop the capture you simply replace the 1 above with a 0 by running the following:
winhttptracecfg -e 0

7. Once completed the logs will begin with pim under System32