This is usually done because an application you load on startup needs to phone home / check for updates. Check what applications you have in your startup (run msconfig.exe) and check what launches at startup then set the application to not auto connect for update check's. That will usually stop this happening.
4) Turn on the native firewall or install a third-party one (a third party
firewall will notify you of outgoing traffic as spyware programs "phone
home", the native one won't).