How do I stop background downloads ?

I have a brand-new Compaq laptop. Straight out of the box, my internet connection comes alive and starts downloading stuff. I shut off Windows Update, I found that Slingbox downloaded 65 megabytes of mystery stuff (I don’t have a slingbox and didn’t know the software was on my new machine until I uninstalled it).

Java has downloaded 6.5 megabytes of upgrades twice without asking me.

There is some sort of Hewlett-packard upgrades and dagnostics that does downloads and “checks” that I can’t turn off.

I don’t want to disable this stuff permanently, I just want to choose when it happens.

How do I find out what is accessing my internet connection and what it is downloading, and from where ?