Do they mean it stealthed the port?
As for reporting, it may or may not be worth bothering, though if it's an NTL customer (on cable), take it here
http://www.ntlworld.com/netreport/
Reporting dialup users is hardly worth the bother, but since NTL cable customers tend to keep the same IP for long periods, the virus or aggressive prober is likely to stay there.
The probes may also be P2P software looking for a host, though that's usually only troublesome AFTER an IP address change, if the previous holder of the address was running a P2P share.
Other stuff hitting the firewall is just background noise, or backscatter from address spoofing - if some scummy little DDOS trojan elsewhere spoofed your source address, the reply packet will strike your firewall - if respected sources seem to be probing YOU, that's the most likely.