XP Box won't connect to internet thru RH9 Box (firewall/dhcpd), it can only ping fire
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Routing, network cards, OSI, etc. Anything is fair game.
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I tweaked otis's script to give you a little bit of security. I also dropped the modprobe lines in the hope they won't be necessary (I've never needed them, anyway.) Also, iptables's path may differ on your machine so I changed that bit too. And I dropped the IPADDR variable since I didn't see it referenced anywhere else in the script.
This script will allow your internal machine to connect to the outside world, but nothing can connect to it (unless in response to your request of course, hence, ESTABLISHED,RELATED.)
I don't mean to be rude, Otis, I'm just bored right now so I figured I would gild your rose.
# simple firewall made by otis cause this dude needed one
echo "1" > /proc/sys/net/ipv4/ip_forward
echo "1" > /proc/sys/net/ipv4/ip_dynaddr
$IPTABLES -P INPUT DROP
$IPTABLES -P OUTPUT ACCEPT
$IPTABLES -P FORWARD DROP
$IPTABLES -t nat -F
$IPTABLES -t nat -A POSTROUTING -o $EXTIF -j MASQUERADE
$IPTALBES -A INPUT -i $EXTIF -m state --state ESTABLISHED,RELATED -j ACCEPT
$IPTALBES -A FORWARD -i $EXTIF -o $INTIF -m state --state ESTABLISHED,RELATED -j ACCEPT
$IPTALBES -A FORWARD -o $EXTIF -i $INTIF -j ACCEPT