What is my computer up to?

I am currently connected to a wireless hub through a cable modem. I know its wireless but its so close to me that I just jack into it. I have that little icon on Windows XP that lets me know when the network connects (the two little monitors that flash blue screens when they are sending/receiving). I also have BlackICE (not the demo, the real thing). I have BlackICE set to "Nervous Level" that blocks most unsolicited inbound traffic. Here is my question. I was just about to play UT w/ my brother and the game was lagging every once in awhile... not due to the network but due to a transfer. I alt-tabbed into the desktop and that little network icon had blue monitors lit up. I opened it and it was sending and receiving information.... to someone and from someone (or something I guess). This doesn't happen when I play UT. It happens at random like someone is trying to DL something or send me something or trying to pull things off my computer without me knowing. I have no files shared to the network, Kazaa wasn't open or anything... but the network activity was alive and well and transferring things and bogging my game down. Once again, this has nothing to do with the game seeing how I've played it on multiple occassions and it doesn't do that (I don't even advertise the game to internet for others to connect to it). The only method of stopping my internet activity is to put BlackICE into "Paranoid Level" which stops all unsolicited traffic. When I did that the activity stopped, but my brother cannot see my game advertised on my LAN. What the hell is going on... is there another firewall out there I can try? Does anyone know what its doing? HELP!

Thanks,
Dave (I hope this information was sufficient if not let me know)

I guess I fixed it... got another firewall. So far so good :) THanks for the help... oh, I helped myself :)