why not try Armor2net Personal Firewall? It has a "Net State" function which can show the currently active connections and the details of these connections, including Remote Address/Port, Local Application/Port, Protocol and Status. Hope this helps!
if you are using multiple computers (or worried that someone is free-loading on your wireless network) through a router, then you can look at the 'DHCP Clients List' in your router's settings.