While we’ve presented netstat as a tool to help you watch your connections, if you’re running Windows you may want to hear about TCPview. From their website:
TCPView is a Windows program that will show you detailed listings of all TCP and UDP endpoints on your system, including the local and remote addresses and state of TCP connections. On Windows Server 2008, Vista, and XP, TCPView also reports the name of the process that owns the endpoint. TCPView provides a more informative and conveniently presented subset of the Netstat program that ships with Windows. The TCPView download includes Tcpvcon, a command-line version with the same functionality.
Please note that the tool can also be useful to track down suspicious communications happening on your computer. You can easily know where your computer is connecting to and which process is doing it.