Firstly, Evo7, well done for getting a firewall of any description. It's amazing how much traffic there is out there trying to find Trojan Horses and the like.
These guys are almost certainly not after you; they're just scanning a range of IP addresses and usually do it in bursts of even numbers such as 4, 6 or 8 tries. I've has as many as 200 from one originator in one session lasting about 2 minutes. The situation has got much worse in recent months. And it'll probably get a lot worse yet. Firewalls are the "in thing".
Relax and enjoy the protection. Above all, don't take it personally and react. They all go away and others take their place.
BTW, I use BlackIce (not free); it seems watertight and GRC.com can't find his way into my PC whenever I do a check.