Wireshark · Wireshark-users: [Wireshark-users] Sniffing on localhost UDP traffic

[Rasmus Ulslev Pedersen <rasmus.ulslev.pedersen@xxxxxxxxx>]

Is it possible to capture UDP traffic sent from localhost to localhost? 
It is two Java programs that send and receive packets.
I use Win XP. So far I had no success. Has anyone done a script that 
automatically can add a sort of "dummy" route or something that enables 
this?