ok you guys reaaalllly dont know wtf is going on, haha...
first of all, open Start, then Run, and in Run type in cmd (command opens up the older command.com when cmd.exe is the newer NT thingy) and in the command line interface type in netstat -a this will show you the active connections and the ports they are connected through. All ping does is send packets of data and check the responce and responce time and packet loss to another copmuter, it has nothing to do with checking to see whats connected to your computer. The reason in XP when you type it into run it closes after a millisecond is because its opening the program, running it, and after finding no arguments (the IP) it just closes.
-Andy
I am God... Please feel free to take a number, I'll be right with you.