netstat is a cool tool to view all active tcpip/udp connections in our computer along with the names of applications who have opened these ports/connections.
So as a demo open up command prompt and type
netstat /b -> displays exes which are using a particular port/connection
netstat /? -> displays helps for this command
I would have a given a screen shot here but for security reasons.
So in MSDN there is an equivalent tool written in .net (cool). You can download it from here, works well!