If you like to know out about all software programs on your computer that are connecting to the Internet, here’s a simple tip.
Type “perfmon” in the Windows search box to run the “Reliability and Performance Monitor” utility. Next click the Network tab in the right pane to expand it.


reliability monitor
 

Monitor and block computer programs from connecting to the Internet
This will have a list of processes that are currently connecting to the Internet. If you see a web address or process name that looks suspicious, it may be a good idea to terminate the corresponding process via the Task Manager.
This method is Windows Vista and Windows 7 specific but if your computer is on XP, try the netstat trick which is essentially the same thing sans the GUI.