I noticed this after using SMScon once you send it a command. it would connect to the net automatically.
The only thing i noticed is that once the program has been activated it changes your internet connection from "always ask" to "Vodafone" and "Search interval 10 mins." Just changed it back to "always ask".
Happens everytime i send a command to SMScon. But sweet as.. if your phones goes missing thats what you want.
netstat is what the OP needs. It shows connection status, including processes making connection or listening for one. In x-terminal start with "netstat -h" to get yourself going.