Install a software firewall, and wait for applications to ask to access the Internet. You'll soon find out which one it is. I suggest ZoneAlarm, the free one is the short stack on the left, but it'll do what you need to find this problem.
I suspect you've installed a peer-to-peer sharing package at some point, and it's still sharing.
I suspect you've installed a peer-to-peer sharing package at some point, and it's still sharing.