It could just be some application wanting to "call home" to keep tabs with the manufacturer.

For instance my MS Intellimouse often wants to connect to the internet to check for updates. I have the firewall deny it permission and not let me know it has asked.

A lot of software seems to think it is the only thing running on your computer and it wants to run in the background always upon boot-up and sit in my system tray and check for updates every 30 seconds. Screw that. I shut all those options off if I can. I'll decide when it runs and checks for updates, thank you.