Firestarter is an open source GUI based firewall program. With Firestarter, configuring Linux firewall is not a big deal.

Shorewall is a high level tool to configure Netfilter firewall on Linux machines.

You can start iptables which will use the /etc/init.d/iptables script to load the necessary kernels modules and set up firewall rules based on /etc/sysconfig/iptables by following command:

In RedHat and Fedora, the iptables configuration file is /etc/sysconfig/iptables.

In Linux, there are plenty of resources available free and one of them is http://oob.freeshell.org/nzwireless/firewall.html.