I would get to know the sysinternals line of tools. Get some of their free tools. Like the tcpview, or the pstools, and the procexp.
Also get and learn to use Cain from Oxid.it These will let you know who knocks and who comes in.
My guess is that you're paniking a bit and that you PC just got infected with a lot of adware, malware and simmilar. Be more cautious downloading and installing free stuff. Get to know your services(disable the useless ones) and your registry, and you'll have a better grip on your box.