I'm always leery of online scanners .... so I would highly recommend the scanner TYPHOON I (formerly Cerberus) if you have NT or 2000 or XP - you can download it at:

http://www.nextgenss.com/typhon/eval.html

Don't let the word "evaluation" fool you. For a free evaluation, it is very good at finding the main holes people will try to exploit with good reporting. And it's small - 134 KB Zipped. I used it to find holes so I could lock down several web servers quickly.