I installed Shorewall-common-4.0.3. I plan to load balance two ISPs. I configured shorewall as follows:
/etc/shorewall/interfaces:
#ZONE INTERFACE BROADCAST OPTIONS
net eth1 detect -
net eth2 detect -

vi /etc/shorewall/providers
#ZONE INTERFACE BROADCAST OPTIONS
net eth1 detect -
net eth2 detect -

/etc/shorewall/zones
#ZONE TYPE OPTIONS IN OUT
# OPTIONS OPTIONS
fw firewall
net ipv4

/etc/shorewall/policy
#SOURCE DEST POLICY LOG LIMIT:BURST
# LEVEL
net net DROP

All this information I got from http://www.shorewall.net/MultiISP.html#Example1
I am also running a Squid ver 2.6 as Transparent Proxy. But when I run /etc/init.d/shorewall start OR service shorewall restart I get the following error:
-------------------------------------------------------
Compiling...
Compiling /etc/shorewall/zones...
Compiling /etc/shorewall/interfaces...
Determining Hosts in Zones...
Preprocessing Action Files...
Pre-processing /usr/share/shorewall/action.Drop...
Pre-processing /usr/share/shorewall/action.Reject...
Compiling /etc/shorewall/policy...
Compiling Kernel Route Filtering...
Compiling Martian Logging...
Compiling /etc/shorewall/providers ...
Compiling /etc/shorewall/masq...
Compiling MAC Filtration -- Phase 1...
Compiling /etc/shorewall/rules...
Generating Transitive Closure of Used-action List...
Processing /usr/share/shorewall/action.Reject for chain Reject...
Processing /usr/share/shorewall/action.Drop for chain Drop...
Compiling MAC Filtration -- Phase 2...
Applying Policies...
Generating Rule Matrix...
Use of uninitialized value in string ne at /usr/share/shorewall-perl/Shorewall/Rules.pm line 1424.
Use of uninitialized value in hash element at /usr/share/shorewall-perl/Shorewall/Rules.pm line 1425.
ERROR: No policy defined for zone fw to zone net
-------------------------------------------------------
Plz tell me in detail (I mean with explanation & don't refer me to any website, plz) WHAT mistake I have done, & WHERE in the configs above as I am tired of reading forums & guides... Thanks in advance

That is an obvious problem. Shorewall will not start unless you have a set of default policies that includes all the zones you have defined. You need to define a policy like

/etc/shorewall/policy

#SOURCE ZONE DESTINATION ZONE POLICY LOG LEVEL LIMIT:BURST
$FW net ACCEPT
net all DROP info
all all REJECT info

or something else that matches your needs. The point is to apply policies that are default for everything, and then define rules on top to tune in.

The lines above are taken from the manual at shorewall.net
I dont mean to bug you, but it appears you need to go there and read more....

Thanks buddy...

Actually the problem was with Chains.pm file. I had to replace that; & then all worked fine...