Modem/router and Shieldsup scan

I've done my first scans at GRC's Shieldsup and other sites since getting a DSL modem/router.

Is it normal to only have the ports "closed" rather than "stealthed" with this setup? Apparently they can only scan my modem/router rather than my machine.

I get the same scan results using Norton Internet Security, Sygate free, and Sygate Pro. I also get the same results with no firewall running.

Is there anyway to "stealth" those ports on the router? Should I even be concerned about it?

TIA