How to identify http requests made from a closed-source java app?

I am an avid Go player and play on the Kiseido Go Server.

I would like to write an open source client for this, but the KGS protocol is a well-kept secret. Is there any way to catch the http requests made by the *.jar file to the Go server?

I know this is possible because at least one other client app (CGoban) exists.