These questions ask if you want the firewalling options ipchains and iptables installed and which default rules they provide as well.
Both my installations however installed ipchains with rules, when I expressly wanted iptables. After reading Linux Format magazine articles and then playing with the different versions of each, it was very clear that iptables is many ways more efficient and easier to follow than ipchains.
I suggest you use the medium setting and then remove ipchains from the SysV configuration in Runlevels 3 & 5. Enable iptables and read the How To's on iptables.
It is really quite easy to firewall, once you get your head around packets, ports and protocols and which direction they are moving in.