capture packet going from my pc

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Linux

Hello,
I want to capure packet going to and from my computer.
We are using internet with 802.11 MAC, home user(upto 5 hosts allowed in my router)

I tried with wireshark 1.8.2
using interface name:
any,
lo,
wlan0.

But it showed error:

The capture session could not be initiated (You don't have permission to capture on that device).

Please check to make sure you have sufficient permissions, and that you have the proper interface or pipe specified.