One site I went to is:
http://www.bastille-linux.org/jay/security-articles-jjb.html

I learned a lot from what's there. It doesn't tell everything, but I think it's a good start.

>Help! i have installed a linux in a box, and configure it as my proxy server.
>
>but i still have to set up the firewall. i need to have a newbies on how to with
>
>firewall......thanks!!!!!!