I am not behind a router, I have a DSL modem. Any help with the settings and how to secure the ping requests would be greatly appreciated.
Hello pmcafee, welcome to the forums.
It is possible that your modem is also a router. You can google the brand name/model for info.
When you do a grc shields up test, is the ip address that it tells you it is scanning the same as your computer's ip? See screenshot (cpf tells you your computer's ip) lower right.
If the ip is different then you most likely have a router and you are safe. Hope this helps .