Using the Linux packet filter effectively requires a solid understanding of TCP/IP networking and how it is implemented in the Linux kernel. The netfilter home page (see Resources, the last section of this tutorial, for a link) is a good place to learn more.

Until you're comfortable building your own ruleset, there are many scripts out there that can get you started, as long as you trust their authors. One of the most complete is gShield (see Resources). You can adjust its well-commented and fairly simple configuration file to set up most normal forms of packet filter rules.