All distributions use the iptables firewall which is part of the kernel. There are a number of ways of configuring iptables. Fedora Core probably has a graphical configuration tool however my preferred method is to set up the rules with the iptables command (see man page for details) and using "iptables-save >/etc/sysconfig/iptables" to save the settings. Mandrake (and I presume Fedora Core) will run iptables-restore at boot up to load the saved rules.
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