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Everything that you receive over the Internet comes as a result of other machines connecting to your computer's ports. You have two types; Physical are the holes in the back of your machine, but the important ones are Virtual. These allow transfer of data between your computer and the outside world, some with allocated functions, some without, but knowing how these work is the first step to discovering who is attacking you; you simply MUST have a basic knowledge of this, or you won't get much further.

What the phrases TCP/UDP actually means
TCP/IP stands for Transmission Control Protocol and Internet Protocol, a TCP/IP packet is a block of data which is compressed, then a header is put on it and it is sent to another computer (UDP stands for User Datagram Protocol). This is how ALL internet transfers occur, by sending packets. The header in a packet contains the IP address of the one who originally sent you it. Now, your computer comes with an excellent (and free) tool that allows you to see anything that is connected (or is attempting to connect) to you, although bear in mind that it offers no blocking protection; it simply tells you what is going on, and that tool is NETSTAT.

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