It is easy! You can try Amor2net Personal Firewall. It has a "Net State" function which can show the currently active connections and the details of these connections. Get it here: http://www.armor2net.com
Hope this helps!
'netstat -a' will show you what you want I think, here is the syntax on netstat as a whole though if '-a' not exactly what you're looking for(run from command prompt)
Displays protocol statistics and current TCP/IP network connections.
-b Displays the executable involved in creating each connection or
listening port. In some cases well-known executables host
multiple independent components, and in these cases the
sequence of components involved in creating the connection
or listening port is displayed. In this case the executable
name is in [] at the bottom, on top is the component it called,
and so forth until TCP/IP was reached. Note that this option
can be time-consuming and will fail unless you have sufficient
permissions.
-e Displays Ethernet statistics. This may be combined with the -s
option.
-n Displays addresses and port numbers in numerical form.
-o Displays the owning process ID associated with each connection.
-p proto Shows connections for the protocol specified by proto; proto
may be any of: TCP, UDP, TCPv6, or UDPv6. If used with the -s
option to display per-protocol statistics, proto may be any of:
IP, IPv6, ICMP, ICMPv6, TCP, TCPv6, UDP, or UDPv6.
-r Displays the routing table.
-s Displays per-protocol statistics. By default, statistics are
shown for IP, IPv6, ICMP, ICMPv6, TCP, TCPv6, UDP, and UDPv6;
the -p option may be used to specify a subset of the default.
-v When used in conjunction with -b, will display sequence of
components involved in creating the connection or listening
port for all executables.
interval Redisplays selected statistics, pausing interval seconds
between each display. Press CTRL+C to stop redisplaying
statistics. If omitted, netstat will print the current
configuration information once.
i forget the name now, but i used this one packet sniffer that would show you everything that was going across the network in real time as you were capturing it. you didn't have to capture first, then look at the data later, was great, i'd use it at work and could see what everybody was talking about on aim. that's when i installed this encryption thing for aim.
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Hope this helps!