I recently loaded Linux on a new computer which responds to ShieldsUP! 
(to test firewalls) differently.  I'm not advocating the product, but my 
old computer would pass the test with all ports reported as stealth. 
However, my new computer reports three ports as closed, and fails the test.

This is identical to running the test using my new cable modem which 
came without transparent bridging enabled and used its own firewall.  Is 
there something in new computers that does something similar?

So as to not rely on my memory I installed the same Linux on my old 
computer and all ports reported as stealth.