Application Hijacking has been detected
The application: C:\WINDOWS\system32\cisvc.exe try to launch another application: C:\WINDOWS\system32\cidaemon.exe
That one is actually a legit event; both of those .exes are Windows programs related to content indexing.
Keep in mind that firewall programs are not perfect, they may do not differentiate between valid and malicious activity (until/unless you tell them to do so), and they are not "aware" of all of the different programs/processes that might possibly generate network activity. When you first install a firewall package there can be a "learning period" wherein you will need to tell the software how it should handle events that it does not know what to do with. As you do so, the firewall program will eventually gain enough knowledge of your system to be able to handle events on its own. As you can probably guess from what I've just said, you'll need to know a bit about networking and network applications in oder to make your firewall most effective, because as it comes "out-of-the-box", the firewall may not be ideally configured for your particular situation.
I also figured out that another remote computer was accessing svchost.exe which somehow had something to do with my internet connection.
svchost is a Windows process which is responsible for handling many other Windows processes/services, so activity involving svchost is often normal. Good call on blocking the access attempt though; that sort of communication isn't something you just want to blindly allow.
In terms of the port scans, there isn't much you can do to actually stop them from happening; the key is to make sure that that the scanners find no open ports which they can exploit. Think of the scans as a door-to-door salesman making his rounds through your neighborhood: you usually can't stop him from knocking on your door, but you don't have to let him know you're home. To make your system as secure as possible in this regard, you should disable all services which you don't use, and have the firewall block communication on all ports you don't use.
A few common examples of services/ports that the average person does not use but that do pose a security threat are:
FTP- port 21
telnet- port 23
http (web server)- ports 80 & 8080
IRC (chat)- port 194