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I found an article on this topic, maybe this will help clear some issues up.
Reject vs Deny (Firewalling)
Also, quick question. If you set your firewall to Reject certain incoming packets/IP addresses, but have all your ICMP traffic blocked(incoming and outgoing), what exactly happens?
ShagDevil,
what I know for sure is that iptables (for linux) offers to reply ICMP unreachable to undesirable ICMP probes. I think that doing this you'll not divulgate any information to the source, but you'll reply instantaneously to the probe and therefore give the opportunity to the scanner to be more confortable in the sense that it will not wait for timer to expire!