couple ?'s

alright guys. i got a question that's been bothering me lately. i'm running bastille firewall. and also, i got a little firewall on my route. but when i'm not on my router, i portscan myself through http://scan.sygate.com and it shows all ports stealthed. but when i nmap myself it shows some ports open. could that be cause they're local? and another thing, is there anyway i can set up bastille to notify nme when someones scanning me, or pinging me, or anything?