Is it an incoming or outgoing warning? and do you have active-perl installed on your machine?
it sounds like someone just scanning for an an unchecked buffer in active-perl so they can manipulate an over-run to run code on your machine. if its incoming and your firewall is picking it up then you have no reason to worry. if its outgoing then there are varios measures you can take to hunt down any dodgy programs on your machine. start with Adaware and spybot search and destroy, run these two programs and they will find most things. run a full virus scan then content yourself that you have a good firewall and relax.