Unfortunately, the default for these features is on , which means you've got to go in and explicitly deselect them. This provides a very elementary level of security. The classic way to protect yourself is to install a firewall on your system. This checks incoming packets and filters out potentially malicious or incorrect ones. A good one also refuses to respond to ports you're not using, which makes them invisible to trawlers.
Firewalls come in software and hardware flavors.
The hardware kind is either a separate computer that runs nothing but the firewall software, a router or some other network connection device with firewall software built in. There are about a dozen programs out there intended for small offices or homes. Firewall software for more sophisticated configurations is considerably more expensive. The category is undergoing a boom as tales of probing by bad guys spread and people realize they need such software. A quick check of a popular download site shows that Zone Alarm 2, made by ZoneLabs Inc. of San Francisco, is one of the most popular personal firewalls and has been downloaded a whopping 6.2 million times from that site alone.