How to monitor how much data is transfered in a linked server?
This sounds like a job for PERFMON, which is included with the latest windows server offerings.

http://technet.microsoft.com/en-us/library/cc749249.aspx

Basically you're going to setup a counter to watch the MSSQL data transfer between the servers.

You may be able to use a counter inside of MSSQL to track this as well, but I'm not familiar with any functionality that provides that.