/sbin/iptables -A OUTPUT -p icmp -o eth0 -j ACCEPT
/sbin/iptables -A INPUT -p icmp --icmp-type echo-reply -s 0/0 -i eth0 -j ACCEPT
/sbin/iptables -A INPUT -p icmp --icmp-type destination-unreachable -s 0/0 -i eth0 -j ACCEPT
/sbin/iptables -A INPUT -p icmp --icmp-type time-exceeded -s 0/0 -i eth0 -j ACCEPT
/sbin/iptables -A INPUT -p icmp -i eth0 -j DROP
this makes that outgoing pings are allowed, but incoming not.
integrate these lines in your iptables script
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