Understanding what is being downloaded

Using iStat (which provides a small graph in the menubar showing the present upload and download speeds), I notice once in a while that something is being downloaded, without any action on my part. Since I allow most of the programs to download all the updates, any of them, plus MacOSX updates, plus Dropbox etc. may be the culprit at any given time. But is there a quick way to understand what exactly is being downloaded at a given moment (for instance, to stop it if the case might be)?

Solution 1:

There are different ways of doing this. The easiest way is to use an application designed for this purpose like Little Snitch which has the option of showing a window that displays what files are being downloaded/uploaded and to where.