Installing a firewall on Ubuntu (Linux.com)
Linux.com covers
the process of installing a firewall on Ubuntu. "
We'll look at two packages that configure firewalls. The first is Lokkit, an application that walks you through a few simple steps and configures a basic firewall for you. Lokkit is dead easy to use, and requires very little understanding of firewalls to set up, but it provides few options, and it's not a good choice if you want to set up a complex firewall. By contrast, Guarddog, a flexible GUI firewall configuration program, is much more complex than Lokkit. Choose Guarddog only if you know what you're doing."