IpCoder is right, firewall support is built-in in RedHat 7.2 or Mandrake 8.1.
You can configure it with netconf if you have no idea on how this is running a firewall. Otherwise put your hands in the scripts and IPtable.
If you need something ULTRA secure (which I think was not your question), have a look at BASTILLE package (shipped with Mandrake).
A+ hantiz./
