I'm not aware of any CPAN modules capable of testing the security of a machine, and rolling your own script to scan active ports looking for vulnerabilities is not a simple project. I think you'd be better off trying the following things:
- Look at the rules in play on your firewall. From your description I'm guessing you have something like Tiny Personal Firewall running on a Windows box connected directly to the Net. Check what sort of traffic you are permitting. Probably the only traffic you want to permit is on port 80. But even so, Internet Explorer has had several vulnerabilities through wich malformed URIs -- which are permissible over port 80 -- can violate your system via IE. So make sure you're running a patched version of IE.
- Shut down unnecessary services you have running. If you've got IIS running (god I hope not) shut it down or patch it. Turn off services like NetBIOS and File Sharing.
- You are running anti-virus software, right? Symantec offers a service through Norton AV where they'll scan your machine for vulnerabilities, but that's only if you're running their software.
- Update: Here's a useful link for hardening a Win2000 box.
HTH, fever