A firewall is a device or application used to filter data packets from incoming or outgoing network traffic, usually based upon the IP address or type of service (literally, the port number). Firewall configurations sometimes need to be adjusted if you add a new network service or change the port of an existing network service on your computer.
MEPIS Linux 7.0 comes with a software firewall Guarddog preinstalled and configured, and it is recommended you use it as a safety precaution. It is aimed at two groups of users: novice to intermediate users who are not experts in networking and security, and users who don't want the hastle of dealing with using scripts and parameters. See Links and Guides for more details.
Most firewall programs available for MEPIS Linux 7.0 are merely frontends for Netfilter/iptables, the network filtering module in newer Linux kernels. So, the real differences among different firewalls are the way the interface works and what options are available. Here are several alternatives: (See Links and Guides for more details)