In the book about VSTS2010
[Visual Studio Performance Testing Quick Reference Guide (Version 3.6)]
To get fiddler to work in VS 2010, simply open Fiddler, then start playing the web test. There is no need to code for anything.
I have the Controller and Agent on different servers, I installed Fiddler on both.
My problem that I trying capture the HTTP results by Fiddler , but don’t successful.