Security Scans Online

Im an AOL user <<i know...>> sometimes and I run on a 2000 prof. I setup the IPSec, templates, modified the registry and just about everything mentioned in the Microsoft pages. Now about the scans, for every AOL user, they have what aol calls a "proxy" ( which doesnt mask you or anything at all). I scanned at GRC, sygate, and symantec. Grc and symantec showed my real IP address, while sygate showed my "proxy's" IP. I got confused on how windows would still have two ports open (445, 135 - im trying life without a firewall for awhile) even after all the configurations? and how does the scans affect me since the sygate scan showed that everything was stealthed or blocked and the others showing the two ports open? in other words, i dont get how the information passes through just incase i get probed. Does it pass through the "proxy" or directly to my computer? :confused: