If you don't want to use the Task-Manager, you can either scan through your registry, or use msconfig from the RUN prompt.
You can also go to the system manager and view/change/stop any services there.
If you think there's something going on that you can't see even after viewing all the above (*cough*paranoid*cough cough*) you could run a hijackthis and see what it turns up. Or you could wrap your machine in foil so the Russians stop scanning it with laserbeams from the Moon.