The BLE spec allows for 40 2MHz channels, 37 of which are used for data and 3 for advertising (ch 37-39). Unfortunately, there is not a straight forward means by which to force advertising on just one of the three available channels.
Here's a packet sniffer recommended by one of my colleagues: http://www.blueradios.com/hardware_BlueSniff.htm
You may want to give the Broadcom USB dongle a shot. To capture these events. Using something like the Pluggable BTv4.0 Dongle that makes use of the BCM20702 you can use the BTServerSpyLite which will capture all the transactions it sees via its connection. I have had a couple of customers use this successfully to help debug their BTLE applications. To find the executable and/or user guide you can simply do a web search for BTServer Spy Lite and you will see multiple places where you can download the executable.