I must admit that I completely missed this feature in Tiger. It's called Stealth Mode, and you can access it, along with a few other security features, in the System Preferences. Click the Sharing icon, then click the Firewall tab. At the bottom right of the “Allow:” list is an Advanced button.

Essentially, Stealth Mode hides your Mac from a ping so that anyone who is looking at hacking in to your Mac will have a more difficult time doing it... even if they have your IP address.

You can read more about Stealth Mode in a forum thread at Macworld.