Hey,
Well this isn't a security issue however I found a really great firewall. It does a good job blocks ports and opens specified ones. It blocks and allows ips and saves them to the host.allow and host.deny files.
Its called APF.
Link? (http://www.rfxnetworks.com/apf.php, for others to lazy to google.)
i hear IPCop firewall is quite good as well
Hmm... I have never used it... However I know that on all of my customers dedicated servers they usually ask me to install APF or iptables. However do not install both of those together. You are looking for trouble. They are basically the same thing.