If you like to find out which software programs and processes on your computer that are connecting to the Internet, here’s a simple method.
Type “perfmon” in the Windows search box or open the “Reliability and Performance Monitor” utility from the Start Menu. Next click the Network tab in the right pane to expand it.
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.