If you REALLY wanna know, you can get a packet sniifer such as Ethereal to look at the traffic on your computer. Depending on the traffic, you might just be updating the network about certain things and so they know you are there.
Also, what is your internet connection, dial-up or high-speed(DSL or Cable)?
If you are on a dial-up, I occassionally have my internet traffic go over my lan at home so that might be another possibility.
To get another look at what ports are open on your computer, dl a program called WinScan. Get your ip, and in the field Address put in your ip and for the subnet put 255.255.255.255
This will get a list of the ports open on your computer, and it might be able to give you what service is being run on that port.
Sorry for all the info, but this is what I and studying in school
I personally don't believe in the get a firewall to block all the bad ports because there are ways around that
If you need anymore help you can PM me or post another message.