Ubuntu includes the powerful iptables firewall, but by default it doesn't currently include a graphical application to configure it (That will change in the upcoming Ubuntu Hardy, which include uFW, short for uncomplicated FireWall). You will therefore need to install a graphical application from the repositories if you want to configure it quickly and easily.
I have always use Firestarter, which is a simple and powerful application. The only other one I've tried, Guarddog, I had a lot of problems with. Although Firestarter is a Gnome application, I've used it without problems on a KDE desktop. So, at least to start with, Firestarter is an excellent choice for anyone to use.
First open the command line interface of your choice, and type sudo apt-get update to make sure you get the latest version. Now enter the following:
sudo apt-get install firestarterYour computer will download and install firestarter for you. It should then appear in your menu, under System in the K Menu in Kubuntu, and System>Administration>Firestarter in Ubuntu (if not, reboot your system). You'll need to give your password as Firestarter requires root authority to work.
Now you'll need to set up your firewall via the simple wizard it uses. If you have problems, refer to the documentation here. But it's very straightforward, so you should be OK.
Remember, Linux may be more secure than Windows, but you shouldn't take it for granted. Using Linux doesn't make you completely immune to malware, and as it becomes more and more popular on the desktop more and more unpleasant people may turn their attention to Linux as a target for attacks.
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