Security Basics: what should I do when....

["Jorge L. Vazquez" <jlvazquez825 () gmail com>]

for the last 2 days I've been getting lots of connections attempts on my 
firewall logs(ipcop firewall), from a specific ip based in Canada, the 
log is showing a
*
*
NEW not SYN?

it seems that someone is trying to initiate a connections, or may be a 
scan. Although the good thing is that the firewall is detecting them 
therefore stopping them, I'm getting worried of hacker activity, I've 
already done ip lookup, and dns whois query both of those point to ip 
and host in Canada it seems to be a company as I got their public 
website and also private network.....could anyone advice me what's the 
proper course of actions in this case?....
thanks
Jorge L. Vazquez
www.pctechtips.org