The biggest problem you will face (or at least need to worry about) is MitM attacks on the insecure wireless, which can be solved by a VPN, ssh tunnel or just forcing SSL with extensions like HTTPS Everywhere[1].
Rather than having alerting for connections to services which provide remote access (assuming authenticated using vulnerabilities or defaults), you should evaluate if you need your laptop running an FTP server or whatever other service. And if you do, firewalling that off or only enabling the service when in use.