How to capture 3rd party web service xml from client end programmatically

i often call 3rd party web service that may be developed by classic web service (ASMX) or WCF. i just add their web service reference from my VS IDE and when we call that web service from my end then a xml is generated and posted to web service url. when i need to capture what xml the web service posting to web service url then i need to use fiddler but i need to capture out going xml programmatically.

i do not know how can i capture it programmatically from client side. i need a easy solution for capturing whatever technology is used to develop web service. i want to hook from out side so a event will fire when web service will be called and from that event i should be able to get whole xml.looking for help in details. thanks