well, use the apps' own methods like the one you described above....
...or use the hard way:
ps -e | less
kill -9 PID
where PID is the process ID of a firewalling application you see from ps :P note that this is the brutal way to stop things. I don't really think you should use this, but if it's the last method you can think of, try out
but after it you need to either start the apps/services again manually or reboot (when you want them on again).
I'd first try to configure the security apps, only then shut them down.