Logging connect attempts

[peter boardman]

Last year I borrowed a Windoze laptop for a week and connected it to the internet for
about an hour. During that time unknown to me the machine was attacked by a worm
- no email attachments or anything, just being connected to the internet was
sufficient. When I returned the laptop to head office it caused havoc...
 
Is it fair to assume that this type of attack doesn’t occur on Macs? (Assuming, say,
that the firewall in Panther is enabled?) Is there a way to see or log any attempts to
infiltrate my machine while it’s connected? 

Pete