How secure is OS X against NMAP exploitation's?

Umm... nmap is nothing but a security and port scanner. If anything, it is going to HELP your machine, not do anything to exploit it.

At the very least, it will identify open ports on your machine, corroborate that port with /etc/services and if it finds an entry there, let you know what it should be running. It will be up to you to close that port, should you need it.

You may want to read up more on the uses for nmap, as it is actually a tool you should have, especially coming from a Unix sysadmin perspective.

BL.