How can you see data and fioles that are being uploaded from my computer?

There have been many times that I have noticed my internet connection showing that there was a lot of activity downloading and uploading large amounts of data when I have had no program open. For example no browser no email, and no programs open, yet the activity in and out was huge. Is there a program or process that will show the names of files and data that is being taken from my computer without my knowledge. If it is software on my computer that is sending out info , like spy ware, that will indicate to me the program that is doing this? Thanks Nick