Unsolicited Packets: Received (failed)

I just ran a "common ports scan" on grc's shields up! test and got the following message:

Unsolicited Packets: RECEIVED (FAILED) — Your system's personal security countermeasures unwisely attempted to probe us in response to our probes. While some users believe that "tracking down" the source of Internet probes is useful, experience indicates that there is little to gain and potentially much to lose. The wisest course of action is to simulate nonexistence — which your system has failed to do. Your counter-probes immediately reveal your system's presence and location on the Internet.

Everything else has passed in flying colors, and even the "All Service Ports" scan has passed, but this one gave me this. Does anyone know why and how to fix it? Or does it matter?