See also http://www.fiddlerbook.com/fiddler/help/faq.asp
General Questions
Q: Why does Fiddler show new traffic even when File > Capture Traffic is unchecked?
A: This generally reflects a bug/limitation of the client app sending the traffic (look at the Process column in the Web Sessions list), where it does not respect proxy changes at runtime; restarting the app will usually "fix" it. This behavior can also indicate that the client isn't respecting the Fiddler PC's proxy settings at all— for instance, if you've edited the machine.config file, or have pointed a mobile device at the Fiddler instance, or used an app's settings (e.g. Firefox's Tools > Options > Network > Connections, or Chrome's —proxy-server command line argument) to point at the Fiddler instance.
Setup Questions
Q:Can I install Fiddler silently?
A: Yes. Use the /S command-line parameter when running FiddlerSetup.exe
Q: Can I xcopy-deploy Fiddler??
A: Yes, although if you do so, the Firefox add-on (which was removed in Fiddler v4.6 anyway) and Internet Explorer "launch button" will not be installed into your browsers.
Q: What changes does installing Fiddler make to my system?
A: Installing Fiddler will create a Fiddler2 folder in Program Files, install a Firefox add-on ("FiddlerHook") and Internet Explorer toolbar button, and add registry keys to allow updates, uninstall, and launch. It will also set the "Allow HTTP/1.1 through proxies" option in Internet Explorer— this option is already enabled by default in IE7+.