hi all
i'm looking for a live linux which has a firewall automaticly started.
i'ts for a friend to help them be more secure when making purchases online

welcome to LQ!!

First, live Linux CDs are not meant to be **used**---beyond simply evaluating the interface, etc. Doing any real work from LiveCD will be painfully slow, and you will have issues with configuration, cookies, etc.---and with saving files.

Second, it seems to me that a firewall has to be set up for specific conditions---I would not think that there would be a standard general-purpose firewall. If I encountered such a thing, I would probably kill it on sight. (But I don't use firewalls---except for my router which hides my IP---so keep my competence in perspective.)