To disable traceroute coming from Linux box (tested on Fedora Core 4):
# iptables -t filter -A OUTPUT -p icmp -m icmp --icmp-type port-unreachable -j DROP
And to disable traceroute coming from Windows box (tested on Windows XP Professional):
# iptables -t filter -A OUTPUT -p icmp -m icmp --icmp-type echo-reply -j DROP
