This error ('WSAEINVAL') is quite unusual. I assume you haven't changed any of the settings inside Tools > Fiddler Options?
The most likely explanation is that you have Firewall software installed that is blocking Fiddler. Do you have a 3rd party firewall, or are you using the default Firewall that comes with Windows? Have you configured an exception so that Fiddler can interact with the network without blocking?
Do you have all of the latest updates for your PC installed from WindowsUpdate?
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