If you haven't recompiled the kernel, do so and add IPTables 1.2.8 (I believe Slack 9 ships with 1.2.7a). When that's done, set up a nice masquerading rc.firewall.
I'm certainly not an expert in the field of networking, but there are enough tutorials and documents available to enable anyone to craft a decent setup. Also, there's a lot of frontends to make the configuring even easier (for example GuardDog, Firestarter, gShield etc).