Cain's traceroute is an improved version of the Windows tool "tracert.exe".
The widespread usage of perimeter defences on the modern Internet makes sometimes impossible to reach the desired destination using the above utility; firewalls can drop ICMP packets without sending back ICMP responses, for this reason the entire path to the target host could not be completely traced. UDP or TCP protocol can be used to bypass common firewall restrictions so Cain's traceroute supports all of them.
Consider for example the following ICMP trace to www.msn.com:
The ICMP traceroute stops at hop 18; probably there is something over there that drops ICMP packets. The same trace but this time using TCP packets will cross that firewall entering in the Microsoft Network.
As you can see the TCP traceroute reached the destination host (www.msn.com) discovering some routers inside the Microsoft Corporation.
Windows firewall could prevent this feature to work as expected.
Choose the protocol type, select the target and press start.