ethereal - driving without a clue

I hope this is right place to post this....

First I am new to ethereal. I want to do something simple such as
capture http between a client and a server. I am using "host
<servername> and tcp port 80" for the capture filter. When I try to
capture the packets I get nothing. I have tried to have the client and
the server being my localhost but I still do not get any packets.
Obviously I am missing something very basic( no snide remarks please).

I am running version 0.10.10 on a Win2k box.

I appreciate the help