Fair points. Suspect I am just being paranoid.
Bland online help article from Apple at
http://docs.info.apple.com/article.html?artnum=86600. Main point is:
Mac OS X includes firewall software you can use to block unwanted network communication with your computer. You can use a firewall to protect all of the services available in Mac OS X, such as Personal File Sharing, Windows Sharing, and Remote Login.
However, new to Mac's and been so used to Windows that intuitively do not trust software that comes with an OS.