A few days ago, I was playing Starcraft BW, when suddenly the game started lagging badly, which isn't in itself unusual. But then, out of nowhere, one of the players asked me why my machine was sending him ICMP packets directed to his computer's kernel. He said if that was not deliberate on my part, it meant bad news, that I probably had a worm of some sort on my computer trying to spread. He went on to explain how he had some big firewall on his computer and control over every byte coming in and out of his computer. I didn't inquire much over the matter and logged off, but the whole thing still haunts me.
How can I confirm whether what he's saying is true or not? I have my antivirus with a firewall up to date along a handful programs such as Malware-Bytes, McAfee Stinger, ESET scanner to guard against spywares and the likes. I've tried scanning my PC several times, but nothing ever comes up, and my machine is, to my knowledge, not displaying any strange behaviors, which bring into question the validity of this person 's claim. How should I proceed to detect whether or not there's really some worm that has managed to lurk in my computer while evading every detection? What risks are there for me in all this?
Lastly, what measures should I take to gain a better control over my internet traffic to detect abnormalities?