If your attack is from a static group of IPs and is UDP, that's great. Peerblock should work well in that case, if you can feed it your list of the attackers. If you don't have clients connecting from overseas, you could also put in large swaths of IPs to block whole countries using that software.
windump.exe is a command-line program, so you'll need to open up a command prompt window using Start->Run->cmd.exe (or the equivalent). "cd" to its folder and run it with "windump.exe -n", then hit control-C when you're done collecting data. To have it run continuously and output basic information to a text file, you can redirect it like this:
windump.exe -n > output.txt
If your servers are busy or you're being attacked, however, this text file could fill up with data very quickly, so you may have to stop it and re-start it frequently (until you get the information you need).