Firewall Builder is a GUI application that allows you to create sophisticated firewall rules. Currently only version 4 is available in the Ubuntu repositories, so here is how to install version 5 in Ubuntu:

1. From a Terminal window type: wget http://www.fwbuilder.org/PACKAGE-GPG-KEY-fwbuilder.asc -0- | sudo apt-key add - 

2. Add the line deb http://packages.fwbuilder.org/deb/stable/ VersionName contrib
   Where VersionName is the string of your Ubuntu version such as natty. 

3. From a Terminal window type: sudo apt-get update

4. From a Terminal window type: sudo apt-get install fwbuilder