apt-get install firestarter
Type "firestarter" as root and it will open a graphical program to configure your firewall. After running the setup wizard, click edit>preferences>services and you can select which services you want open to the network. Click on "rules" to select specific ports to open or block. Once you do that, the firewall will automatically be started at boot up unless you specifically configure it not to.
Edit: Dang typos!