Many laptops come with trial security software installed already (60 day of McAfee for example).
So this may be why you are not getting any warnings from the laptops.
However if this trial has run out then even though you have security software on your laptops it may not be doing any good.
The best thing to do is open up the Windows Security Centre and see what that says you have installed (do this on each PC or laptop).
You can find the security centre in the Windows Control Panel.
Taking the details from the Security Centre make a note of what FIREWALL you have installed, what ANTI VIRUS you have instaled, plus details of any other security software you have installed (like Defender for example).
If you have not used the security centre before it looks like this (slightly different in XP and Vista):
http://www.drobe.co.uk/extra/sunfish/fw1.png