The noise and the pedal pulsing (almost feels like rocks rattling around to me) are normal. Definitely a surprise the first couple of times it happens. With ABS, in order to get the best performance out of a braking situation, keep on the pedal HARD - the system will take care of the wheel lockup issue, and will apply the brakes, but only so hard as you keep pressing on the pedal.

Also, without traction control, ABS will NOT keep your car from spinning, if the lateral traction limits are pushed hard enough. (Actually with traction control you could probably still spin out, given the right circumstances)