From a DOS prompt/command line type:
Active Ports - easy to use tool for Windows NT/2000/XP that enables you to monitor all open TCP 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 terminate the owning process. Active Ports can help you to detect trojans and other malicious programs.
(link provided from Markus Jansson)