Here is a scan of my system from 2003-12-14 . This was done with the firewall off, and then another with the firewall on. (copied from my web site at: http://www.freewebs.com/moxnix/ )
Here is a comparison of a port scan of my box, with the firewall turned off on the first one and then turned on on the second one. Note: my system is a very secure system, even with the firewall off. I have disabled all netbios and turned off all un-necessary services.

Firewall off:

GRC Port Authority Report created on UTC: 2003-12-14 at 22:25:23

Results from scan of ports: 0-1055

1 Ports Open
1048 Ports Closed
7 Ports Stealth
---------------------
1056 Ports Tested

The port found to be OPEN was: 1025

Ports found to be STEALTH were: 135, 136, 137, 138, 139, 445,
593

Other than what is listed above, all ports are CLOSED.

TruStealth: FAILED - NOT all tested ports were STEALTH,
- NO unsolicited packets were received,
- NO Ping reply (ICMP Echo) was received.



And this with the Firewall on:

GRC Port Authority Report created on UTC: 2003-12-14 at 22:29:40

Results from scan of ports: 0-1055

0 Ports Open
0 Ports Closed
1056 Ports Stealth
---------------------
1056 Ports Tested

ALL PORTS tested were found to be: STEALTH.

TruStealth: PASSED - ALL tested ports were STEALTH,
- NO unsolicited packets were received,
- NO Ping reply (ICMP Echo) was received.