Java sockets and winsock

when I use java socket to talk to my proxy, without going through a winsock, my java applet runs fine. However, when I patch winsock in between my java gui and my other proxy, I dont receive anything in the gui. I snoop at packets coming from my other proxy through winsock to my gui and the data is all there. I just cannot receive it.
I use java class DatagramSocket() to establish a socket connection and use class DatagramPacket to get the packets coming. This works if I dont go through a ms proxy.
Can anyone tell me why?

How can you snoop at packets comming? I need to know so bad. :-)
Thank you

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