Ubuntu is unique among distros in that as default it does not listen on any network ports. This means that it is pretty much secure. However, you may have a requirement to open up ports for access by other local computers.
To configure the firewall, you need to download and install the firestarter package using either synaptic or apt-get. When installed, you can use it to open specific ports or even allow access to specific computers. It's a handy application, and you can find more details at http://www.fs-security.com
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