After setting up my firewall all of my ports are stealthed but according to some secrity test sites my computer was still replying to ping requests, which I've been told is one of the oldest methods used by hackers to find live machines connected to the Internet.

Someone here at Linux Questions told me to run "echo 1 > /proc/sys/net/ipv4/icmp_echo_ignore_all"
as root. This works great, but how do I run this command automatically when I bootup or login so I don't have to type it in all the time? Which file shoud I add this command to? Sort of the autoexec.bat of the Linux world.

Thanks for any help, all you people are amazingly helpful!!!!

It depends on the distro. I use Slackware and all commands to be run at startup are put in /etc/rc.d/rc.local. I'm sure users of other distros will chime in with what works for them.

/me chimes in for SuSE...
here it's /etc/init.d/

I found it. I'm running Red Hat Fedora (should have mentioned that) and I added it to /etc/rc.local. Works great. You guys pointed me in the right direction. Without you I wouldn't even have known to look in the /etc directory.