If you want to be really fancy, download TCPView from Sysinternals:
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.
