How can I intercept a call for a network access within WindowsXP?

I would’ve liked to intercept a call for network access at some common for all network protocols point within WindowsXP. Does such a point exist? Where is it located? How can I use it?

I need to intercept the very first call for establishing a connection over a net. As far as I understand every network protocol resides over TCP/IP. So there must be an common entry point used by every network protocol to establish a connection, be it HTTP or FTP or mail or anything else. Am I right?

Please ADVISE me…