Windows XP does the same thing for broadband, but you may not notice the icon in the bottom right hand corner.
GO to Start --> Control Panel (or settings --> Control panel, depending on how your menu is setup), then go to network connections. Once there, right click on Local area connection, and click on Properties. At the bottom is a checkbox that says "Show icon in notification area when connected." Check that.
Once you have that checked you will see the icon in the bottom right, and you can just double click on it to see the activity. Windows shows it as packets rather than kb's or mb's, but it does say how many packets are sent and received.
If you don't like that, do a google search for something like "freeware network activity monitor"