First of all, you can use the netstat command from the standard set of Windows XP. To log in to the Windows command prompt and there type "netstat 5" (without the quotes). After the execution of the command, you will see updates every 5 seconds (you can specify any other time) a report containing information about open connections, programs, and use their ports.
Some may be easier to use the program TCPView or other software of similar purpose. In addition, the same information you may report any firewall running on your computer.