How can I monitor an EXE file when it is running to see what URL it is connecting to? I assume there must be free software out there that can do this fairly easily?
Solution:
For in depth analysis, Wireshark is your best bet as Phoshi has already mentioned. For a quick look at the URL, you can use netstat from the command line, or TCPView.
C:Documents and SettingsAdministrator>netstat -bActive Connections Proto Local Address Foreign Address State PID TCP john:1969 85.65.97.58.dynamic.barak-online.net:27645 [deluged.exe] TCP john:1604 vx-in-f100.1e100.net:http ESTABLISHED 2904 [firefox.exe] TCP john:1716 79-114-229-43:60126 ESTABLISHED 732 [deluged.exe]