The Mac firewall and "Ping"

Curious about how safe my system is (MacOS 10.4.10) I tried out the 
"****elds up!" ****t scanner: http://www.grc.com/x/ne.dll?rh1dkyd2
which told me that the "common ****ts scan" failed because it was 
possible to Ping me:

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Ping Reply: RECEIVED (FAILED) — Your system REPLIED to our Ping (ICMP 
Echo) requests, making it visible on the Internet. Most personal 
firewalls can be configured to block, drop, and ignore such ping 
requests in order to better hide systems from hackers. This is highly 
recommended since "Ping" is among the oldest and most common methods 
used to locate systems prior to further exploitation.
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I've had a look at the Mac firewall (System 
preferences-Sharing-Firewall), but I don't quite understand what I 
should enter.
It says that a service which *isn't* selected is blocked by the 
firewall, so I assume this means that I have to make a new service (by 
pressing the "New..." button) for Ping, then unselect it in the list of 
available services.
But what do I enter as the UDP and TCP numbers for "Ping"?