howto block ports

[Harland Christofferson <debian-user@zerocrossings.com>]

i have had a firewall configured to drop inbound packets on ports 
that i am not using via iptables. i ran a port scanning utility from 
an external machine. the utility detected that, although the ports 
were _closed_, the ports still responded to the port scan utility.
i suspect that data destine for these _closed_ ports is being put 
in the TCP/UDP stack. i further suspect that malicious code could 
take advantage of bugs in the stack if there are any. i wish to be 
able to _block_ these ports entirely. i do not have the services 
running in the /etc/inetd.conf file.

how may i do this? i have read some firewall-ing howtos but the ones 
i have read refer to iptables (or ipchains). by the way, i am running 
a 2.4.18 kernel.