I don't know about the standard TCP/IP stack, but, the InJoy Firewall does do this. Personally, I don't worry about this much. I have InJoy on my gateway at home, but, on my laptop, I just make sure nothing is running that I don't want running. If I was always behind my gateway, this wouldn't be a concern. But, I plug this machine into the network at work, and, they are a lot less careful there (all our servers have been up and down with the current set of viruses). By simply not running anything that's not needed, it appears as "stealthed" on the various port testing sites.
David