First reaction would be ,of course, panic (well.. in most of the cases). Hardly any of us would try to analyze the intention of the guy before panicking.. thats human nature. Why am I talking about this?
A week ago I asked my landlord to forward a port to my machine. He seemed hesitant. I thought he was tired and would sooner or later do it.. I asked him again this week and he seemed hesitant again. I looked at him inquiringly and he asked: "How would you react if a guy fresh out of college with a Masters degree in computer science, specializing in security, working as an anti-spam engineer, with a lock picking tutorial on his blog asks you to open a port on your network?". I had nothing to say to him.