I tried two Linux Firewall solutions:
1) Astaro Security Linux
Nice Linux distribution. A Firewall on CD. Download and support at
http://www.astaro.de.
2) fli4l
Fli4l is a one disk router with some firewall functions. It can be use with one 1,44 MB floppy disk! If you want to add additional features like DHCP, Proxy,... you should use a harddisk, but it runs on a floppy very well. It is based on isdn4linux. Download and documentation at
http://www.fli4l.de - Don't be afraid, there is an English documentation, too. :-)
I'm not ready with configuration. I will use a combination of the two products. Fli4l for ISDN connection and Astaro for firewall functions on two different old compaq machines.