The gateway is the system that has internet access. Did you setup connection sharing using the Wizard in control centre? As for the shorewall error and im no expert on this, but it looks like it needs to be edited. I was getting errors like that initially.
this is what my shorewall policy file looks like
loc net ACCEPT
fw net ACCEPT
net all DROP info
all all REJECT info
Hopefully some one with more knowledge of this will post here. I manged to get it working but I find it dificult trying to explain exactly how i did it.
But here goes, I used webmin, open konqueror and type this url in the address bar
https://127.0.0.1:10000 hit enter it will ask for a login, lgin in as root. you should then be presented with a nice interface with sevral tabs along the top you will be looking for networking click on it, next you will be looking for shorewall click on it. Now you can edit your firewall rules and check to see if the changes have fixed the problem with the firewall.
It was trial and error for me and its probably not the best solution but it worked for me, im still reading up on firewall setup.