Originally Posted by SpaceBass

The ping thing is not much of a concern. Some people would argue that being 100% stealth is a great thing...its like if your home IP address was your house, and ports are the doors and windows...if you didn't even respond to pings it would be like your house was totally invisible from the street. Personally I trust NAT routers enough AND I like ping as a diagnostic tool so I'm willing to trade the possible insecurity.

For external port scanners- IE if you want to test from outside your home network, check out nmap (http://insecure.org/nmap/) there are versions for most major operating systems.

I hate to say this, but I'm pretty anti software firewalls. I just don't see the need. If you have NAT protecting you up front and observe some sense of safe surfing habits, then software firewalls do little more than provide annoying pop-ups and burn memory/speed on your PC.

I'm not, however, opposed to hardware firewalls, but that's another topic