Perhaps a little more explanation might be in order.
TCPIP is a point to point connection process. In the same that every Ethernet card on the planet has a unique number so does an Internet connection. As soon as an internet connection is achieved via an ISP that machine is visible to everyone on the Internet.
The magic identifier is the IP number dynamically allocated by your ISP to your computer. Once an Internet connection is established your computer is visible to any computer connected to the Internet.
It does not matter where you are in the world, an IP address of - for instance - 192.168.0.1 - establishes a peer to peer connection. By definition, an Internet connected computer must be running a TCPIP stack. If its possible to find an IP then probing of the machine is simplistic. Only a firewall can alert you to incoming probes of this nature.
Those last 2 post by Chris (newey) were very nice … and correct!
BTW, if you use ZoneAlarm, there is a reporting utility for it called VisualZone that will tell you much more about the attempts to enter your computer. Do a google search for it!