Unless you're a sysadmin there is no way they are legitimate, but it seems that Kiddies doing port scans are part of the internet. I thought exactly the same as you when I installed Zone Alarm, but after a couple of days I just put it into 'quiet' mode and ignored it. I guess I've scanned the log file once since. Must have been bored.... <img src="smile.gif" border="0">
Unless you're on an always-on connection, ignore it. If you've got ADSL make sure that your firewall is always up to date, so keep using Live Update, and watch the Microsoft security alerts (XP makes this much easier, btw). Sadly you can get into some grief if some l337 h@xx0r d00dz <img src="rolleyes.gif" border="0"> do manage to grab control of your machine and use it to DDOS Amazon.