I ran a Shields Are Up test at www.grc.com and got the following result:
Your system REPLIED to our Ping (ICMP Echo) requests, making it visible on the Internet. Most personal firewalls can be configured to block, drop, and ignore such ping requests in order to better hide systems from hackers. This is highly recommended since "Ping" is among the oldest and most common methods used to locate systems prior to further exploitation.
Does anyone know what I have to do to block/ignore/drop these requests, and is it desirable to do so?