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.

Just type perfmon into Start > Run and press enter. When the Performance window is open, click on the + sign to add new counters to the graph. The counters are different aspects of how your PC works and are grouped by similarity into groups called "Performance Object".

For your questions, you can choose the "Process", "Memory" and "Processor" performance objects. You then can see these counters in real time

You can also specify the utility to save the performance data for your inspection later. To do this, select "Performance Logs and Alerts" in the left-hand panel. (It's right under the System Monitor console which provides us with the above mentioned counters. If it is not there, click "File" > "Add/remove snap-in", click Add and select "Performance Logs and Alerts" in the list".) From the "Performance Logs and Alerts", create a new monitoring configuration under "Counter Logs". Then you can add the counters, specify the sampling rate, the log format (binary or plain text) and log location.