So I checked the wiki first but didn't see anything about a firewall listed. I was able to install gufi in the last version of Salix, but I am having a difficult time now. Any help would be appreciated, and I am sorry to be asking this question again - I just want a firewall.
Yes, I must say, even though I packaged this, I don't use it myself. I always assumed it was a bit like antivirus, no need to bother really unless you're using Windows or running a server. I'd be interested to understand better when a firewall is or is not worth having.
On Salix/Slackware, the easiest way to do this is by using Alien Bob's adaptation of the Easy Firewall Generator. Just generate the firewall, copy the output to /etc/rc.d/rc.firewall, and make it executable.