If you scan your ports, the port scanner could tell you if any suspicious connection exists on your PC. For example, a nice little port scanner i was using few months ago (i can't remember the name of it) has its database with some trojans and the ports they were using, if any of the suspicisious port was open or "active". It could block the port or monitor the connection while it was trying to close the connection. Many port scanners are on the web just search on e.x. Google for port scanners. [the link of the search].
A firewall could be also very useful. e.x. Tiny Firewall, Norton Internet Security and many other.