Also check out /var/log/secure.
Regrettably, if the login was malicious, it is likely they cleared any record.
And I would imagine you are more than safe. Just make sure to keep up on Slackware security updates (I recommend subscribing to the mailing list, alternatively check out
http://lwn.net/security), and don't run any unneeded services. You also might want to install rkhunter, which is a rootkit detector. If you aren't running any hosting or ssh or anything like that, you should be perfectly fine. Remember that a lot of "script kiddies" will go for easy targets, heck I bet if they find you don't have NetBIOS open (a Windows problem) they'll pass you by.
To tell you the truth, I ran with a basic firewall and Slackware install connected directly to the internet (no router) for around 8 months and had no problems at all.