Monitor which website my applications are trying to connect to I am looking for a way to monitor my network so I can know which website that specific application is trying to connect to.
Little Snitch

Whilst it's mainly a firewall, it alerts you when an app connects to a certain domain, and lets you allow/block the connection. 



Alternatively, you can allow all connections and just monitor them.



Rubbernet

Rubbernet is also a good alternative, providing the additional feature of remote monitoring of Macs on a network.