1. Place oil in a Dutch oven.
2. Over medium high, heat oil until hot.
3. Put onions, carrots and celery in hot oil.
4. When vegetables are slightly tender, about 5 minutes, add chicken broth.
5. Sprinkle with pepper.
6. Bring to a rapid boil.
7. Reduce heat to low.
8. Add broccoli and rice to the Dutch oven.
9. Cover and simmer for approximately 15 minutes.
10. Add milk and cheese.
11. Cook on low heat until completely heated and cheese has completely melted.