Monitoring programs internet connection

I'm using Windows XP, without antivirus software. I'm connected to the internet via router. Everytime when I start PC, immediately after, I see that my PC connects with over 20 IPs from diffrent countries,(IPs are externally, not localy LAN) almost connections using same port! I'm not opening any programs myself. I wonder how can I see what programs or threads are trying to open connection, and what port are using, and more useful information.. I already found a software to analyze connections, but it gives me only IP Source, IP Destination, Time, Lenght .. But I need almost to see which program opened this connections, which ports are using.