The VM from the Virtual Hands On Lab (VHOL) doesn't have internet access. This means you can't install any of the tools from the internet, however, the ones needed for Week 1 with IE are available for install from a folder on the desktop (IST_VM_Package). Unfortunately the version of firefox is 4.0, which is incompatible with the httpwatch plugin and (far) too old to use the similar built-in tool. With these tools I was able to get the assignment completed in short order, but I wanted to try out the other options as well.
I didn't have much luck at all with the VM that runs on Virtual Box. I was able to get HacmeBooks running, but the only plugin I could install was TamperIE. Httpwatch requires windows 7. I couldn't even install a decent version of firefox (it is stuck at Firefox 12) because the OS is Windows XP (pre-serivce pack 2!) and modern versions of firefox require at least XP SP2.
After this, I decided to setup my own VM based on an image I already have. It is a fully-patched version of Windows 7 – 32 bit (running on Ubuntu-Linux KVM) with 2 cpu cores and 4GB of ram.
Instead of the horribly out-dated version of java recommended, I installed the Java SE JDK 8u66 from oracle. This comes bundled with the JRE as well, so you don't need to install that separately.
I then installed HacmeBooks from the handouts folder (the web link only has the source, not the installer). When I launched HacmeBooks's startup script, it gave me an error about not being able to read a file. I'm not sure what the software was doing that it changed users, but I was able to fix this by going in windows explorer to C:\Program Files\Foundstone Free Tools\ , right clicking on it, selecting properties, going to the security tab, clicking the UAC “Edit...” button, selecting the “Users” line from the list of “Group or user names:” and then checking the “Allow” box on the “Full control” line (it will automatically check the other boxes) and selecting OK.
The website listed in the notes for downloading IEWatch (http://www.iewatch.com) is no longer active and is now a domain parking site....do not click any links on there! If you google “iewatch download” you can find some sites that still offer it (cnet, tucows, soft32), you can download it from them, but most will also try to package some of their own adware with it so be very careful what options you select in the installer. Once I got through all of that, I was able to install IEWatch on my virtual machine, however it apparently isn't compatible with IE11 because each time I launch it it immediately crashes the tab.
The website listed for IEHttpHeaders (http://www.blunck.info/iehttpheaders.html) isn't working. It appears that the author has moved to http://www.blunck.se/iehttpheaders.html. Once installed from there, it seemed to work fine.
Now that I was on my own VM with a decent version of Firefox (43.0.4) I was able to try the plugins that the lesson and book recommended. Unfortunately none of them worked (technically foxyproxy worked, but without a proxy to run through it isn't going to give you anything). On the other hand, Firefox, by default, comes with a tool that does basically everything the other plugins did on IE, but in a much nicer tool. In recent versions of firefox, go to the menu and select “Developer” (has a wrench for an icon), then select the “Network” option. Now you can browse to the HacmeBooks page and you will see all the requests show up: 
