It seems that you need Security Reporter. Its free of cost.. all you need is download it from http://www.securecomputing.com/goto/srport/download (go for McAfee Firewall Reporter v5.0) and install it on a windows machine. Best practise it to use a windows XP as installing it on server (most probably a domain controller) may require some security policy to be disabled on server itself.
While the PC in question has an active connection, you will see it under
firewall -> connection tracking -> report
for a more detailed analysis, including history, Firewall Reporter is the way to go