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As far as I know - and I may be wrong - shorewall and drakfirewall are independent apps and don't work "with" each other.
Shorewall is a very advanced and not very easy to configure set of scripts that are great at setting up a secure firewall.
If you want to setup shorewall (I recommend it even though it's hard to learn at first) then you might want to read the documentation at their website. http://www.shorewall.net/ has TONS of information on how to set it up and how to fix any connection problems that you might have. Just take a look at their site.
If you want to use drakfirewall then I'd recommend uninstalling shorewall...
I was under the impression that drakefirewall was using all of the libraries from the shorewall modules, as when I went to enable drakefirewall it demanded the install of the firewall modules (shorewall) before it could be enabled.
Copy the firewall text at http://www.geocities.com/samwblack/linux/firewall into a text editor, you may need to alter some parameters (ie interface, where iptables reside) save it as firewall.txt in /sbin (you'll need to be root), chmod 755 it to make it executable, then add the following to /etc/rc.d/rc.local
I tried your script and the ran it and discovered that I had nothing in my IPTABLES file, so the script wouldn't work with out those to reference.
Then decided to just try to start all over, and this time I first installed the IPTABLES modules and then it reinstalled Shorewall as well, due to dependancies, through the Mandrake module install panel.
Now it appears as though the firewall, is working, on a LAN connection, but I have yet to try it on my box at home that I'm running a modem connection.