Actually thats all done localy... kinda like when you click here in my sig. its nothing to really worry about... I use it as a joke, & companies use it as a scam to scare peaple who don't know any better into buying things.

For IP go for a proxie... for the other stuff such as ports, OS type, & (ect) get a router. A "good" firewall should have options to stealth. It'll usually drop the SYN and ICMP in scans, which will often makes your box appear offline or hide some of the services on your box.