As jeff says, your router is actually protecting you by reporting it.
Hosts get scanned all the time, it's an unfortunate byproduct of being connected to the Internet where opportunists will try to take advantage of any open system in order to try and spread viruses, spam, etc.
It's quite possible the host in question is compromised and the user of the PC is innocent (apart from not having adequate protection themselves, obviously)
Being behind a NAT router inherently keeps you safe, unless your router has any security holes, or you have any ports forwarded to computers on your network running services that have security holes...
It all just reinforces the need for a decent firewall (or NAT router) and good, up-to-date antivirus/anti-spyware software, and a bit of common sense!
Nothing to worry about though in your case, by the looks of it. If it continues to be a persistent problem, report the address to their ISP's abuse dept. Not sure how far it'll get you, given where it is though, but it's worth a shot if they carry on.
