Blackice does the same on my PC - a never ending storm of probes scanning odd ports. They seem to be random searches for http servers and back door programs together with attempts to either place the Slammer Worm onto my machine or find out if its already there.
I lost touch with the kind gentleman on this Forum who fixed CoolWebSearch for me, but thats a bitch of an infection if you ever get it. Firewalls don't block CoolWebSearch because it comes in directly from the web page, buried in the script. To keep it out You have to keep your IE6 browser updated as well as doing regular scans for any existing infection that may have sneaked in between updates. I don't know if other browsers can keep it out.