You could start here for some pointers:
http://thinkunix.net/unix/security/firewalls/

I've heard IP Cop is pretty good but I haven't tried it.

Rick Meyerhoff wrote:
> The only firewall I have tried on Linux is the one that you can control 
> from the Mandrake Control Center. It's not well-developed enough yet so 
> I'm looking for something better. I have been using ZoneAlarm on 
> Windoze, since it *really* needs a firewall but I'm guessing Linux does 
> things a bit differently.
> 
> So, can someone recommend a Linux firewall for home/personal use? I 
> would also like to know what's happening "under the hood" so if there is 
> a good, but not too detailed explanation somewhere, please let me know.

-- 
scot

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