Did you do this in the new Leopard (10.5)? Or, were you in Tiger (10.4.x)?
Leopard (10.5) I'm no security expert but from what I gathered something should have showed up according to their claim.
00:19 is when I allowed all incoming connections
Oct 30 00:16:56 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49202 uid = 0 proto=6
Oct 30 00:16:56 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49203 uid = 0 proto=6
Oct 30 00:16:56 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49204 uid = 0 proto=6
Oct 30 00:16:57 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49202 uid = 0 proto=6
Oct 30 00:16:57 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49204 uid = 0 proto=6
Oct 30 00:16:57 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49203 uid = 0 proto=6
Oct 30 00:16:58 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49202 uid = 0 proto=6
Oct 30 00:16:58 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49204 uid = 0 proto=6
Oct 30 00:16:58 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49203 uid = 0 proto=6
Oct 30 00:16:59 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49202 uid = 0 proto=6
Oct 30 00:16:59 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49204 uid = 0 proto=6
Oct 30 00:16:59 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49203 uid = 0 proto=6
Oct 30 00:17:00 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49202 uid = 0 proto=6
Oct 30 00:17:00 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49204 uid = 0 proto=6
Oct 30 00:17:00 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49203 uid = 0 proto=6
Oct 30 00:17:01 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49202 uid = 0 proto=6
Oct 30 00:17:01 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49204 uid = 0 proto=6
Oct 30 00:17:01 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49203 uid = 0 proto=6
Oct 30 00:17:03 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49202 uid = 0 proto=6
Oct 30 00:17:03 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49204 uid = 0 proto=6
Oct 30 00:17:03 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49203 uid = 0 proto=6
Oct 30 00:17:07 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49202 uid = 0 proto=6
Oct 30 00:17:07 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49204 uid = 0 proto=6
Oct 30 00:17:07 bobby-weavers-macbook-pro-15 Firewall[40]: Deny smbd connecting from 192.168.x.xxx:49203 uid = 0 proto=6
Oct 30 00:19:06 bobby-weavers-macbook-pro-15 Firewall[40]: Allow cupsd listening from :::631 uid = 0 proto=6
Oct 30 00:19:06 bobby-weavers-macbook-pro-15 Firewall[40]: Allow cupsd listening from 0.0.0.0:631 uid = 0 proto=6
Oct 30 00:21:18 bobby-weavers-macbook-pro-15 Firewall[40]: Stealth Mode connection attempt to UDP 192.168.x.xxx:49429 from 66.82.x.x:xx