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In order to capture packets (with Wireshark/TShark, tcpdump, or any
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other libpcap-based packet capture program) on a Linux system, the
"packet" protocol must be supported by your kernel.  If it is not, you
may get error messages such as
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	modprobe: can't locate module net-pf-17

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in "/var/adm/messages", or may get messages such as

	socket: Address family not supported by protocol

from applications using libpcap.

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Most recent Linux distributions will have this configured in by default. 
If it is not configured in with the default kernel, and if it is not a
module loaded by default, you must configure the kernel with the
CONFIG_PACKET option for this protocol; the following note is from the
Linux "Configure.help" file for the 2.0[.x] kernel:
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	Packet socket
	CONFIG_PACKET
	  The Packet protocol is used by applications which communicate
	  directly with network devices without an intermediate network
	  protocol implemented in the kernel, e.g. tcpdump. If you want them
	  to work, choose Y. 

	  This driver is also available as a module called af_packet.o ( =
	  code which can be inserted in and removed from the running kernel
	  whenever you want). If you want to compile it as a module, say M
	  here and read Documentation/modules.txt; if you use modprobe or
	  kmod, you may also want to add "alias net-pf-17 af_packet" to 
	  /etc/modules.conf.

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and the note for the 2.2[.x] kernel says:

	Packet socket
	CONFIG_PACKET
	  The Packet protocol is used by applications which communicate
	  directly with network devices without an intermediate network
	  protocol implemented in the kernel, e.g. tcpdump. If you want them
	  to work, choose Y. This driver is also available as a module called
	  af_packet.o ( = code which can be inserted in and removed from the
	  running kernel whenever you want). If you want to compile it as a
	  module, say M here and read Documentation/modules.txt.  You will
	  need to add 'alias net-pf-17 af_packet' to your /etc/conf.modules
	  file for the module version to function automatically.  If unsure,
	  say Y.

In addition, there is an option that, in 2.2 and later kernels, will
allow packet capture filters specified to programs such as tcpdump to be
executed in the kernel, so that packets that don't pass the filter won't
be copied from the kernel to the program, rather than having all packets
copied to the program and libpcap doing the filtering in user mode. 

Copying packets from the kernel to the program consumes a significant
amount of CPU, so filtering in the kernel can reduce the overhead of
capturing packets if a filter has been specified that discards a
significant number of packets.  (If no filter is specified, it makes no
difference whether the filtering isn't performed in the kernel or isn't
performed in user mode. :-))

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Most recent Linux distributions will have this configured in by default. 
If it is not configured in with the default kernel, you must configure
the kernel with the CONFIG_FILTER option; the "Configure.help" file
says:
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	Socket filtering
	CONFIG_FILTER
	  The Linux Socket Filter is derived from the Berkeley Packet Filter.
	  If you say Y here, user-space programs can attach a filter to any
	  socket and thereby tell the kernel that it should allow or disallow
	  certain types of data to get through the socket. Linux Socket
	  Filtering works on all socket types except TCP for now. See the text
	  file linux/Documentation/networking/filter.txt for more information.
	  If unsure, say N.

An additional problem, on Linux, with older versions of libpcap, is that
capture filters do not work when snooping loopback devices; if you're
capturing on a Linux loopback device, do not use a capture filter, as it
will probably reject most if not all packets, including the packets it's
intended to accept - instead, capture all packets and use a display
filter to select the packets you want to see.  Most recent Linux
distribution releases will not have this problem.

In addition, older versions of libpcap will, on Linux systems with a
2.0[.x] kernel, or if built for systems with a 2.0[.x] kernel, not turn
promiscuous mode off on a network device until the program using
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promiscuous mode exits, so if you start a capture with Wireshark on some
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Linux distributions, the network interface will be put in promiscuous
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mode and will remain in promiscuous mode until Wireshark exits.  There
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might be additional libpcap bugs that cause it not to be turned off even
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when Wireshark exits; if your network is busy, this could cause the Linux
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networking stack to do a lot more work discarding packets not intended
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for the machine, so you may want to check, after running Wireshark,
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whether any network interfaces are in promiscuous mode (the output of
"ifconfig -a" will say something such as
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eth0      Link encap:Ethernet  HWaddr 00:00:66:66:66:66
          inet addr:66.66.66.66  Bcast:66.66.66.255  Mask:255.255.255.0
          UP BROADCAST RUNNING PROMISC MULTICAST  MTU:1500  Metric:1
          RX packets:6493 errors:0 dropped:0 overruns:0 frame:0
          TX packets:3380 errors:0 dropped:0 overruns:0 carrier:0
          collisions:0 txqueuelen:100 
          Interrupt:18 Base address:0xfc80 

with "PROMISC" indicating that the interface is in promiscuous mode),
and, if any interfaces are in promiscuous mode and no capture is being
done on that interface, turn promiscuous mode off by hand with

	ifconfig <ifname> -promisc

where "<ifname>" is the name of the interface.
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Newer versions of libpcap shouldn't have this problem, even on 2.0[.x]
kernels; no version of libpcap should have that problem on systems with
2.2 or later kernels.