That nothing is running except an internet connection sounds highly
suspicious of malware: virus, worm or severe adware infestation.

Scan the system with an up to date antivirus program. Since you cannot run
the program locally, you should use one of the online scanners such as:
http://www.pandasoftware.com/activescan/
http://housecall.trendmicro.com/

A quick online check for adware, spyware, hijackers and other nasties:
http://www.aumha.org/a/noads.htm

There are links on that page leading to doxdesk.com, a site well-known for
accurately documenting various parasites. Another good resource site for
info on parasites: http://www.mvps.org/inetexplorer/