Is there an app to see what programs are connecting to which IP on which protocol?
NetLimiter 2 shows which IP addressess or servers programs are connected to, and it's quite useful anyways. Get it, now.
netstat (with parametres) shows what protocols the ports are using and where they are connected. Type netstat /h in command line to get additonal information about parametres, I'm too lazy to translate the information (my windows is Finnish edition, so you wouldn't find much use to it if I copypasted the information here... Just open the command line and type netstat /h or netstat /help or netstat /whatever, and it provides you with a bunch of information.
Though netstat isn't actually an application, it's part of windows system...