How can I see all active connections?

"You are looking for the netstat command. This command should provide what you're looking for:

netstat -a

if you would also like to see what programs are using the specified ports you can use:

netstat -b

to use the netstat program:

Go to the start menu (or press Win + r and skip to step 3)
If on XP, click ""Run"", If on vista or later, search for cmd in the search box and skip to step 4.
type cmd
after cmd opens, type netstat -a
a list of all open connections with their ports will be displayed

more info about netstat:

C:\Documents and Settings\Administrator>netstat /?

Displays protocol statistics and current TCP/IP network connections.

NETSTAT [-a] [-b] [-e] [-n] [-o] [-p proto] [-r] [-s] [-v] [interval]

-a Displays all connections and listening ports.
-b Displays the executable involved in creating each connection
or
listening port. In some cases well-known executables host
multiple independent components, and in these cases the
sequence of components involved in creating the connection
or listening port is displayed. In this case the executable
name is in [] at the bottom, on top is the component it
called,
and so forth until TCP/IP was reached. Note that this option
can be time-consuming and will fail unless you have
sufficient
permissions.
-e Displays Ethernet statistics. This may be combined with the
-s
option.
-n Displays addresses and port numbers in numerical form.
-o Displays the owning process ID associated with each connection.
-p proto Shows connections for the protocol specified by proto; proto
may be any of: TCP, UDP, TCPv6, or UDPv6. If used with
the -s option to display per-protocol statistics, proto may be
any of:
IP, IPv6, ICMP, ICMPv6, TCP, TCPv6, UDP, or UDPv6.
-r Displays the routing table.
-s Displays per-protocol statistics. By default, statistics are
shown for IP, IPv6, ICMP, ICMPv6, TCP, TCPv6, UDP, and UDPv6;
the -p option may be used to specify a subset of the default.
-v When used in conjunction with -b, will display sequence of
components involved in creating the connection or listening
port for all executables.
interval Redisplays selected statistics, pausing interval seconds
between each display. Press CTRL+C to stop redisplaying
statistics. If omitted, netstat will print the current
configuration information once."

If you're looking for a simple look at which connections are hungry on Windows 7 onwards, then bring up Task Manager, Performance tab, Resource Monitor, Network tab.

"I am not a computer scientist but I find that netstat is a bit slow and many connections pass through unrecorded, wireshark is fast but has too many packets to filter through and windows resource monitor is too hard to look through the list to see who is making connections.

The easiest way I could come up with is going into your antivirus software and in the firewall section add the program to the list of blocked programs (or add it to the list of allowed programs and edit it to blocked). You should get a warning if you open a file of that program and it tries to connect or the program just tries to connect.See the security history of your antivirus to get a list of suspicious connections.

P.S. If you want to see all connections your computer is making I think wireshark is the best. Filter with your mac address: eth.addr==xyz"