Well, antivirus programs do that. But I know of no program that lets you see it.
I know that in windows its possible to monitor which processes are connecting to the internet and which ip they are connecting to and which ports they are using.
But is there a way to monitor the data a process downloads or uploads while connected to the internet?
I saw some suspicious programs connected to the internet in Resource Center, so I wanted to know what they are downloading or uploading.