I love playing the IT detective, and keeping tabs on what my PC is doing in the background.  Free utilities such as Process Explorer (see http://www.techsupportalert.com/content/superb-pc-troubleshooting-tool.htm) are great for finding out which programs are running on your PC, but sometimes it's also fun to see what's travelling through your network connection, too.  For this you'll need something known as a network protocol analyzer, and one of the simplest I've come across recently is called SoftPerfect Network Protocol Analyzer.

You'll find it at https://www.softperfect.com/products/networksniffer and it's a free download of around 5 MB.  The program itself is free, and is available in a choice of 4 versions (portable and installable, 32- and 64-bit).  Once it's set up on your system, choose from the list of available network interfaces it finds, hit the Start Capture button, and watch.  You can examine the full content of each network packet it intercepts, and use the data within those as a starting point for further investigation.

For example, the screen shot below shows that I was visiting the techsupportalert web site.