Check out a program called
Firestarter. It's probably just what you ask; there are surely others, but that's a known one. It's a "graphical front-end for iptables", and though some newbies believe it's a firewall, it's just an interface
run once, create rules, save them and that's it. Probably you can choose whether iptables itself or firestarter should load the rules at startup, but it's all the same -- the result doesn't change, since iptables still does the job.
So, try
Firestarter. In my opinion it's a good idea to learn to use iptables too, it's not complex at all -- if you take a short firewall example script (can easily be found on the net, maybe even in iptables.org), you'll learn it quicker than you think. With scripting it opens you a whole new worlds, without the need of having X11 around.