go to
http://www.shorewall.net/ and use their quick start guides and their on-line documentation. The quick start guide will tell you how to setup your rules files.
also on that site they say if you are using it with mandrake and 2 interfaces to remove the mandrake version and install the version from shorewall, however I am running it with two interfaces on mandrake 9.1 and don't have any problems making it work