cmdagent.exe Question.

I ran a test on GRC"Gibson Research corporation" every time I do a “All service ports scan” cmdagent.exe always blocks connection attempts to it.
Could this pose as a security vulnerability? I mean, it is blocking the connections, but it bugs me that the connections even reach my computer.
Its not a lot of alerts I get either, it only shows up on the firewall as 1 maybe 2 intrusion attempts.
But it still bothers me.

No problem to connect here it just runs the scan (totally stealth here).
I have some blocked entries in my list but the IP adress does not match with the IP adress of