I didn’t say you didn’t need a firewall. I said that Linux boxes don’t get owned the same way as Windows do—even without a firewall.
BTW, apt-get install guarddog at the command line or using Synaptic >> Search >> firewall does the trick. No cost, easy as pie.
Guarddog is my favorite as well. Very finely grained control and nice interface. Hasn’t given me the slightest problem in all these years. The home page is:
http://www.simonzone.com/software/guarddog/