I think the previous posters are correct, but they are being a little hard on you. There are plenty of packages around that help you set up iptables.
I am new to Slackware as well, but I installed Shorewall, which I was also using on my previous distro, but is 'slackware aware'. It is working fine. (Read the help files)
I also notice that on http://www.linuxpackages.net/
there is a link to GShield which I havent used but you may want to look at it, as this is a slackware oriented site.