With out without a firewall they are still able to do it, its just that the firewall stops it was actually getting through to your computer. I wouldn't be too alarmed. My ZoneAlarm racks up alot of blocked "attacks." Alot of it is just random network chatter so to speak, random IP scans, etc etc etc.
I suppose if its the same IP showing up a real lot you could look into it, but either way theres not a whole lot you could do anyways.
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