You could use netstat to see a list of all connections. Try with, as root, "netstat -puta" (sorry). You will see all established connections as well as all listening ports (servers) together with the associated program.

If you want it nice and real-time install "iftop" and run, as root, "iftop -i wlan0" (or "iftop -i gprs0" if you're connected via GPRS/UMTS).