I found a link to a little program called Active Ports (now on version 1.4, released a few days ago), and it's pretty useful. Just thought some newbies might be interested.
Find it HERE or download it directly HERE.Active Ports - easy to use tool for Windows NT/2000/XP 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 terminate the owning process. Active Ports can help you to detect trojans and other malicious programs.