- GUI Tool to build Firewall on Ubuntu Linux - Firestarter

Firestarter is a firewall tool for Linux, and uses GNOME. You can use the wizard to create a basic firewall, then streamline it further using the dynamic rules. You can open and close ports with a few clicks, or stealth your services giving access only to a select few. It features a real-time hit monitor which you can watch as attackers probe your machine for open ports.

Firestarter itself is not a firewall, rather, it is a frontend for configuring iptables, which is the firewall system built into the Linux kernel.

Firestarter features
    Open Source software, available free of charge
    User friendly, easy to use, graphical interface
    A wizard walks you through setting up your firewall on your first time
    Suitable for use on desktops, servers and gateways
    Real-time firewall event monitor shows intrusion attempts as they happen
    Enables Internet connection sharing, optionally with DHCP service for the clients
    Allows you to define both inbound and outbound access policy
    Open or stealth ports, shaping your firewalling with just a few mouse clicks
    Enable port forwarding for your local network in just seconds
    Option to whitelist or blacklist traffic
    Real time firewall events view
    View active network connections, including any traffic routed through the firewall
    Support for tuning ICMP parameters to stop Denial of Service (DoS) attacks
    Support for tuning ToS parameters to improve services for connected client computers
    Ability to hook up user defined scripts or rulesets before or after firewall activation
    Supports Linux Kernels 2.4 and 2.6

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source:http://linuxpoison.blogspot.com/2011/12/135781677516329.html