Why is Steam downloading 2.3MB when I log in?

when I log in to Steam, it just sits on the "Connecting" window. I have Comodo Firewall installed so I am able to view active connections and the amount of data they transmit/receive. and -every- single time I connect to Steam, it downloads 2.3MB. I have a friend who uses Steam and says even on a fast connection (+500kb/s) it would still take some time for that. at home, I have 26.4kbps. so often enough I can just watch Steam take as long as it does to connect. and sometimes it does not even get the amount required to connect and it errors. I'm guessing it's a time-out issue... and his connection never has this problem (obviously faster than mine). so ... I am curious why I seem to be the only one with this issue.