ok, it wouldnt worry me because most hosts without a firewall will respond to icmp. i can ping my other pc for example. personally i dont use firewalls on them because i run the internet connections through a hardware router/firewall. This is a NAT firewall, meaning the machines can't be address directly. if you have a similar set up there is not real need to set up firewalls on each machine, as it just makes life more difficult (if you trust your firewall).
the other stuff is just normal warnings.
--WARN-- [pass014w] Login (backup) is disabled, but has a valid shell.
ok this is a system user. but if it was comprimised or a password was setit could actually log in as it has a shell. e.g i'm using a bash shell. will this is a reasonable warning. it's hardly a security nightmare. and there may be atime when you actually want to log in as that user (or simlar).
-FAIL-- [lin010f] The system is configured to answer to ICMP broadcasts
--WARN-- [lin012w] The system accepts ICMP redirection messages
--FAIL-- [lin013f] The system is not protected against Syn flooding attacks
--FAIL-- [lin016f] The system permits source routing from incoming packets
--WARN-- [lin017w] The system is not configured to log suspicious (martian)
--FAIL-- [lin019f] The system does not have any local firewall rules
all this sections is saying is that you don't have a firewall as disccussed above.
other than that its just warnings about file permissions etc, that i personally dont/wouldnt care about....
basically get a firewall - i would use a hardware one. and then nothing else is worth worrying about...