There's a new security tool that keeps track of the ports used by applications on your machine available for download over at microsoft.com. The tool, Port Reporter, is documented in KB 837243, keeps track of which ports are being used on your machine, logging the following information:
In addition, a log file is created for each process opening ports, which contains all the modules loaded into that process.
This will certainly make tracking down misbehaving software a little easier, now that you have another tool at your disposal to see what the bad guys are up to. It's definately worth checking out.