Fitz,
It's probably nothing, what happens is that ppl try to port scan your computer looking for a port that's been opened by a trojan backdoor program. If you're virus clean, you'll be fine. I run a hardware firewall system here at work, and we get them all the time - noneventful. Unless you're being pinged all the time (a dozen or more times a minute) and it's slowing your connection then I wouldn't worry.
Aq