Your firewall should intercept this first, so it would appear it isn't doing its job, as Tech asks what firewall do you have.
The DCOM exploit attack is a speculative attack as they don't know if your system OS is fully up to date and so not vulnerable to it, so they just keep plugging away in the hope of catching someone without firewall defences and an out of date OS.
As to should you be worrying about it, yes, ensure your firewall is able to trap this and ensure your system is up to date. You can feel a little more secure in the thought that the Network Shield has provided a back-up and has blocked the DCOM attack. If it frightens you you can disable the notification in the Network Shield Customize settings.
A whois search for the last IP returns this:
% Information related to '89.241.0.0 - 89.243.255.255'
inetnum: 89.241.0.0 - 89.243.255.255
netname: OPAL-DSL
descr: Opal Telecom DSL Network
country: GB
So it would appear that someone on that DSL Network is infected and trying to infect others.