i think he was just making a joke about how the subject of the post sounds funny if you don't know it's talking about a problem with a program, like if someone came up to you on the street and said: "I am unable to sniff"
anyway, to your problem -- UrlSnooper is suppoed to insist on running in administrator mode, but you could try right clicking on urlsnooper.exe and running it manually as administrator and see if that helps.
disable automatic network adapter detection, set your adapter card manually, and hit sniff button. then surf the net and look in url snooper status bar to see if it shows packet numbers increasing.