I was able to see it by going into the System Information window from the pulldown menu (top left of DSM window) and then clicking on the log tab, select Windows File Transfer from the pulldown and hey presto.
You can also access this log by clicking on the up arrow bottom right of your DSM window to expand the system status window, ie. System Health/Resource Monitor/Logs, then click on the page icon next to the text indicating which log you're currently viewing. This brings up the same window/tab I mentioned above where you can select Windows File Transfer from the pulldown.
Just double checked it with my WDTVLive streaming a movie and it definitely logged it.
DS211J DSM 4.1-2668 2 x 2TB Seagate + 2TB Samsung USB
DGN3500 Netgear Router/Modem
DLink DGS1016D 16 port Gigabit Switch
Netgear GS105 5 port Gigabit switch
WDTVLive x 3
PC x 2 LAN
Laptop x 2 WiFi
iPad x 4 WiFi
iPhone x 3 WiFi
iPod x 3 WiFi
PS2 x 2
....and a partridge in a pear tree.