It sounds like you figured out the basics -- and that fact that it is counting packet received means that it is working.
It's important to distinguish cases where its working but not finding anything useful on the pages you surf and the cases where something is going wrong.
Try setting the top left combo box to "Show All".
Then make sure it is Sniffing (press "Sniff Networkd" button if in advanced mode).
Then open your normal web browser and surf around, start any music playing.
If you are on a page that was open before you started URL Snooper, hold Ctrl and press the Reload button on the browser to force it to redownload the page.