Goto Command prompt and type the following:
c:\netstat -an
This will bring up a list of active connections. If your system is not doing anything, you shd not be seeing the "Established" connection with an IP pegged to it.
If the IP is not familiar, ie not from your ISP, goto
www.samspade.org, key in the IP address and click on do stuff. This will perform a traceroute for you and you should be able to establish where this IP came from. Samspade is very good as it is able to perform a DNS resolution for you......ie, if there are certain sites which you cannot access due to some proxy problems, you can convert the DNS into an IP and key this into your URL address.
If the source comes from somewhere else other than your ISP, ICQ, Yahoo messenger, MSN, etc, better get yourself some programs like ZoneAlarm, Tiny Firewall, Ad-Aware, etc from
www.download.com