Explorer.exe and the Internet

It seems that explorer.exe is very keen to talk to the internet or phone home as some people might say, I caught explorer.exe calling come to sa.microsoft.com but if you visit that address in your browser you get "Page cannot be displayed" so I ask what type of data is explorer.exe sending to Microsoft.......

I blocked this request until I could establish what what at this address, but most people will probably allow this type of traffic...