Today, nobody can afford to connect to the internet without a firewall enabled. However, it is not always easy to setup, configure and maintain firewalls specially if your applications are network-aware. tweaking what your firewall allows and/or denies is not rocket science but may be a bit cryptic, specially if there is no graphical front-end. I admit that power-users love using the CLI but hey, not everyone is a power-user, right?
If your firewall uses IPTables, then you may want to take a look at IPBlock to make your life easier. To make it even easier, check out UbuntuGeek's tutorial on how to install and use it.