Monitoring network activity

[AG <computing.account@googlemail.com>]

Hi List

Every now and again the lights on my broadband modem start flashing 
which indicates package transmission/ receiving.  When I have 
deliberately started an application to access the web (e.g. web browser, 
email client, etc.) that's fine.  I do get a little concerned however 
when the lights flash and I cannot find an app that is accessing/ 
receiving info from the web.

How would I go about finding out what application is connecting to the 
web and/ or what is connecting to my machine to cause the modem light 
activity?  I've tried ps -A and ps -aux but this shows up a lot of info 
which makes it difficult to see any particular activity that may be 
responsible.

Is there a bash command (or a GUI app) that will identify what the 
connection is and who/ what initiated it, etc.?

I'm using an up-to-date testing installation.

Thanks for any help.

AG