Mac: When an app connects to a network in iOS, you get a handy little indicator in the top bar so you know when apps are connecting to the internet. Loading is a Mac app that brings that same functionality to OS X.
When an app uses your network connection, Loading starts spinning. Click on the icon and you'll see list of apps using your network. Option-click and you'll get a direct path to that app. If you're worried about apps connecting to the internet without your knowledge, Loading is a very simple way to see what's happening, live.