What programs are sending/receiving data?

For Windows, you can use something like the built-in netstat command with the -b option to display which running processes are using a particular socket.

Most modern-day software Personal Firewalls come with a display which shows which programs are connected are sending/receiving packets.

For a real deep, comprehensive view you can use a network protocol analyzer, such as Wireshark (free and open-source).

I downloaded NetLimitor 2 Monitor, as it was the original program I had on my system. Works great