System : BLFS svn-20090124
Kernel : 2.6.27.4

I would like to open a port, use it, close it then run nmap to make sure it is closed. In Windows it seems straight forward enough but I have no idea how to do it in Linux.

Thanks.

If you have no clue then probably everything is "open", although really open of course requires a service listening on the port. Thus "open" here refers to unfiltered.
In order to close a port stop the service listening on it.
In order to filter a port and thus make it appear closed use iptables.

I have haven't got a service running yet, I was just asking how to open and close ports. Is it really that difficult as I have been reading up on iptables and it makes absolutely no sense to me whatsoever.

What I need to know is if I run the mysql daemon will that automatically open a port (3306 I think it uses) and will it shut it down when I stop the daemon running and if it doesn't can I shut it down myself?

As said, a port is closed if no service is listening on it.
That means that 3306 is closed as long MySQL is not started (okay, something else might use the port, it's unlikely though).

A service handles it's port itself, you don't need to specifically open and close ports.

What you may need to do is filtering and "unfiltering" ports, which is done through IPTables, which is a packet-filter (to express it slightly simplified).
If IPTables is set to filter 3306 then, even after MySQL has started listening on that port, and thus the port being technically open, it will appear closed due to IPTables rejecting connection to the port.

Ok, Thanks for you help. I'll just have to try to understand how iptables work.

There's a great tutorial over here.

Thanks again. Much appreciated