I found nice and small tool - ActivePorts. Here is some description:
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Active Ports 1.1 - easy to use tool that enables
you to monitor all open TCP/IP and UDP ports on
the local computer. Active Ports maps ports to
the owning application so you can watch which
process has opened which port. It also displays
a local and remote IP address for each connection
and allows you to close any port. Active Ports
can help you to detect trojans and other
malicious programs. Freeware
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You can find it in a number of places (search google for: "active
ports download"), here is one:
http://www.webattack.com/get/activeports.shtml
Works like wonder! You can see all your active connections, what
program, how and where.
Regards,
Andrew
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