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 simplest and most widely available method to get user input at a shell prompt is the read command. The best way to illustrate its use is a simple demonstration:

while true; do
    read -p "Do you wish to install this program?" yn
    case $yn in
        [Yy]* ) make install; break;;
        [Nn]* ) exit;;
        * ) echo "Please answer yes or no.";;
    esac
done

Another method, pointed out by Steven Huwig, is Bash's select command. Here is the same example using select:

echo "Do you wish to install this program?"
select yn in "Yes" "No"; do
    case $yn in
        Yes ) make install; break;;
        No ) exit;;
    esac
done

With select you don't need to sanitize the input – it displays the available choices, and you type a number corresponding to your choice. It also loops automatically, so there's no need for a while true loop to retry if they give invalid input.

Also, Léa Gris demonstrated a way to make the request language agnostic in her answer. Adapting my first example to better serve multiple languages might look like this:

set -- $(locale LC_MESSAGES)
yesptrn="$1"; noptrn="$2"; yesword="$3"; noword="$4"

while true; do
    read -p "Install (${yesword} / ${noword})? " yn
    if [[ "$yn" =~ $yesexpr ]]; then make install; exit; fi
    if [[ "$yn" =~ $noexpr ]]; then exit; fi
    echo "Answer ${yesword} / ${noword}."
done

Obviously other communication strings remain untranslated here (Install, Answer) which would need to be addressed in a more fully completed translation, but even a partial translation would be helpful in many cases.

Finally, please check out the excellent answer by F. Hauri.