Well, one way would be to visit one of many sites that offer free 'security check' - let them scan you and see what they find. For example,
www.testmyfirewall.com or
www.grc.com (look for shields up).
Also, look at your smoothwall logs - it shouldn't take long before it reports a scan or something
I would say my firewall logs something less then every 10 minutes on average.
I wouldn't worry too much about it though. With Smoothwall it's not like you had to edit the rules by hand or anything. If it's installed and sharing the connection, then it *is* working!