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Ubuntu Software Center has a program you can use to install a firewall configuration program which lets you turn on or off the firewall from an easy to use application instead of using the terminal command prompt. The Firewall configuration program also lets you add a firewall rule to add or deny a program from accessing the internet or your network.
1. Go to Ubuntu Software Center at the bottom of Applications menu.
2. Type in firewall in the search box in Ubuntu Software Center.
3. Pick “Firewall Configuration” and follow the wizard to install it.
4. The Firewall Configuration tool is located under System Menu > Administration sub menu.
5. To enable the firewall, just check the enable check box. If you want to disable it, uncheck it.
6. You can also add rules by clicking the add button.
I don’t really see any reason for the average user to make a rule to refuse out going connection for most applications in Ubuntu since Ubuntu does not suffer from the same network security problems Windows suffer from like Spyware, dialers, key loggers, trojans, worms and viruses.