
Most workstations are well-served with firewall rules like this:
*filter :INPUT DROP :FORWARD DROP :OUTPUT ACCEPT -A INPUT -i lo -j ACCEPT -A INPUT -m state --state RELATED,ESTABLISHED -j ACCEPT COMMIT
Yes, this is just two rules. Use iptables-restore to load.
No need to fire up a complex firewall builder tool for that. ;-)
The first input rule enabled loopback traffic, the second allows data traffic for established and related connections (ftp data channels for example).
If you want to allow incoming SSH, add
-A INPUT -p tcp -m tcp --dport 22 -j ACCEPT
Oh, unless of course you want to run filesharing and such. You might want to allow incoming connections on other ports as well.