Probably - what is your set-up? I can open my firewall/router and see who is connected, who tried to connect, etc. If you are interested in knowing about your local Mac, it is Unix based. So, there are options available there too (starting with 'who'). If you have wireless and no security, you may have neighbors grabbing your bandwidth. You can also look at Netstat, if you know how to interpret what you are reading. It is in the Network Utility.