Without more information it is difficult to tell what is going on...

If you are using limewire - then other gnutella users will be trying to access your machine (mostly on port 6346). If you have not opened up this port (or have closed it) you'll see a lot of connection attempts and nobody will be able to download from you (there are exceptions - but I don't know the exact machanism).

If the probes are on other ports then it is very possible that one or more programs are scanning a range of IP addresses (including yours) looking for open computers (this doesn't been you /will/ be hacked, just that your computer will be noted in someone's database for future reference).

Being a little paranoid doesn't hurt. The worst that can happen is that you block an address you want to communicate with (such as this forum).

Mark