Wireshark is brilliant and my favourite tool for my day to day work (Networking Support), but both Network Monitor and Message Analyzer are different takes on the same problem.
Both Microsoft offerings can read not just cap/pcap files but ETL that could include stack tracing, so you might be able to follow a package through the computer's networking stack.
Also Message Analyzer has more advanced parsers and shows the information in a different way than Wireshark. I guess that's one of the reasons why I can happily load a 3GB cap file in Wireshark, but I would avoid doing that in Message Analyzer :)
