It's difficult to prevent a third party doing things with their PC and
that includes scanning ports on your system.  What you can do, and seem to
be doing, is to minimise the effect of such scanning by running a firewall
that will prevent access to your system by unauthorised third parties.  In
addition you need to regularly scan your system for unwanted malware - not
only viruses but also trojans, key loggers, adware and the like.

The purpose of such scanning is to see whether your system is, for
example, host to a trojan that the remote user can then use to access your
system and obtain details stored on your system such as perhaps bank
details and passwords.