New answer, powershell

TCP

Get-Process -Id (Get-NetTCPConnection -LocalPort YourPortNumberHere).OwningProcess

UDP

Get-Process -Id (Get-NetUDPEndpoint -LocalPort YourPortNumberHere).OwningProcess

Old answer, cmd

 C:\> netstat -a -b

(Add -n to stop it trying to resolve hostnames, which will make it a lot faster.)

Note Dane's recommendation for TCPView. It looks very useful!

-a Displays all connections and listening ports.

-b Displays the executable involved in creating each connection or listening port. In some cases well-known executables host multiple independent components, and in these cases the sequence of components involved in creating the connection or listening port is displayed. In this case the executable name is in [] at the bottom, on top is the component it called, and so forth until TCP/IP was reached. Note that this option can be time-consuming and will fail unless you have sufficient permissions.

-n Displays addresses and port numbers in numerical form.

-o Displays the owning process ID associated with each connection.

The most common ways to use the shutdown command are:

• shutdown -s — Shuts down.
• shutdown -r — Restarts.
• shutdown -l — Logs off.

• shutdown -h — Hibernates.

  Note: There is a common pitfall wherein users think -h means "help" (which it does for every other command-line program... except shutdown.exe, where it means "hibernate"). They then run shutdown -h and accidentally turn off their computers. Watch out for that.

• shutdown -i — "Interactive mode". Instead of performing an action, it displays a GUI dialog.

• shutdown -a — Aborts a previous shutdown command.

The commands above can be combined with these additional options:

• -f — Forces programs to exit. Prevents the shutdown process from getting stuck.
• -t <seconds> — Sets the time until shutdown. Use -t 0 to shutdown immediately.
• -c <message> — Adds a shutdown message. The message will end up in the Event Log.

• -y — Forces a "yes" answer to all shutdown queries.

  Note: This option is not documented in any official documentation. It was discovered by these StackOverflow users.

I want to make sure some other really good answers are also mentioned along with this one. Here they are in no particular order.

• The -f option from JosephStyons
• Using rundll32 from VonC
• The Run box from Dean
• Remote shutdown from Kip