I (shamefully) opened Help and Support in XP. Closed it. MSN Messenger had been signed out (DISCONNECTED) for well over half an hour. I then did netstat, producing three interesting connections . Observe attached picture.

After a tracert to the suspect I.P.'s, i found they were MS servers. All connections that I had authorised had been CLOSED. So how comes these are here? Has anyone got a clue?