That is why, Answerpooler, if you have a Broadband connection you should always at least have the 'Internet connection firewall' enabled, preferably a more comprehensive Firewall program running, and ideally a hardware firewall sitting between your PC and the internet.
I personally, for ADSL, use a combination modem/router/firewall unit. They can be purchased for only a few dollars more than an ADSL ethernet modem, and anyone who has ADSL should be using one, regardless of whether they are networking PCs together or not! It's the safest way to be connected!