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I've been running Kubuntu for about a week now with no firewall and I just got Firestarter configured and running. Is there any security problems I just exposed myself to? Should I run any programs to check for anything malicious?
My root password hasn't changed and I haven't noticed any data loss.
You can always try and run some software that tries to detect rootkits etc., but there is no tool that could 100% surely say if your system has been "violated" or not. Good (or handy) crackers know how to hide their work, bad ones may not care. Chances are you don't 'see' anything before it's too late, if even then. In addition to a working firewall you should keep an eye on log files, if you feel it's important, maybe use software like tripwire, if paranoid you could even use virtual filesystems and such things to try and prevent people from changing anything even if somebody gained access. But sadly whatever you do, it's always possible that somebody gains root privileges and does something you don't want to be done. If there was a bullet-proof way of securing a computer, it would have already been invented.
Before connecting a machine to an unsecure network (eg. the internet) you should ensure to take every security step you can think of, this includes the firewall, turning off any unnecessary services, rootkit hunters (rkhunter and chkrootkit are good) also check out snort and tripwire.
The only really efficient way to check if a system has been compromised is to create an image of it on read only media to compare the current system against, protecting a system down the line some is a tad pointless, as the very tools you are using could be compromised themselves.
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