I also suggest CSF, but I remind everyone that a false sense of security is worst than no security at all: a firewall is good, but remember to always upgrade your software (all of it, all the time!) and look around for famous software vulnerabilities, for example by having milw0rm's and SANS ISC's RSS feeds and receiving SecurityFocus' bugtraq mailing list. It's 5 minutes a day worth spending, I assure you.