It's likely that you don't need to do anything. In fact, you might not need to do anything even if you didn't have a firewall.

A port scan means that some Bad Guy out there is looking for computers that have been infected with a particular class of virus. They hit sequential/random IP addresses; it doesn't mean that your computer in particular has a virus. It's just the Net equivalent of a sonar ping to see if there are any echoes.

The latest and "greatest" viruses like MyDoom set up a surreptitious little server that listens at one of several ports. The server gives the hacker generic remote control powers over the infected computer, and the common use is to remotely install some other piece of software the hacker then uses; it's a bootstrapper, in other words. The remote control could also be used to suck files from the victim computer, but mostly what they do is install either a Denial-of-Service attack program to gang up on some site, or an email server that a spammer can use to send spam under cover of your IP address.

If your computer isn't infected, none of the ports the scanner tries to connect to will answer, and the scanner will move on. So bottom line, a port scan isn't a primary problem, it's just a manifestation of the nefarious activities of virus writers and spammers (who've become one and the same these days...sends chills down your spine, doesn't it?). If you have good AV, a spyware removal tool, and a firewall, you can sleep at night. Relax.