For future reference ...
(1) On XP and above
netstat -o
will tell you which processes own the open connections. (On Win2k and earlier netstat will tell you what connections are open but there's no easy way to find out what processes are doing it.)
(2) A network sniffer of your choice (netmon, Ethereal/WireShark) will tell you what the traffic is.
But you don't want to spend very long on diagnosis - if your machine is sending data you don't expect there's a fair chance your machine is a bot and is spewing spam and viruses, or hosting a kiddie porn site, or something like that. You don't want to leave it very long before pulling the plug.