iptables is already a very powerful tool by itself, but it's syntax can get awkward at times and hard to figure out, so Ubuntu developers decided to make ufw ("The reason ufw was developed is that we wanted to create a server-level firewalling utility that was a little bit more for `human beings`."), which was to be simpler. Now, on the graphical side of things, Firestarer already existed. But why not make an even easier to use GUI for desktop `human beings`, powered by ufw? This is where Gufw comes in.
Install Gufw in Ubuntu
For ubuntu 8.10,9.04,9.10 users use the following command
sudo apt-get install gufw
For Ubuntu 8.04 users download .deb file from here
Install .deb package using the following command
sudo dpkg -i gufw_0.20.7-all.deb
This will complete the installation.
If you want to open Gufw go to Applications--->Internet--->Gufw Firewall Configuration
Once it opens you should see similar to the following screen here you need to click on checkbox next to firewall enabled
If you use allow all incoming traffic you should see similar to the following screen
If you select Deny incoming traffic with simple configuration screen
You can see some preconfigured ports options
Some examples configured
Gufw version details