Windows comes with a cool utility known as 'netstat' that can be used to find out all the current TCP or UDP connections on Ur PC.
Also U can find out the port used on Ur PC for a service.
e.g. if U telnet to some machine U know that U are using port '23' on that machine, but what is the port on Ur machine?
Just type 'netstat -n' on the command prompt.