Netfilter or IPTables

Here is the link:
http://www.redhat.com/docs/manuals/linux/RHL-9-Manual/security-guide/ch-fw.html

This from RedHat, but it pertains to any system you install iptables on...it also has some basic firewall info like:

There is a distinction between the REJECT and DROP target actions. The REJECT target denies access and returns a connection refused error to users who attempt to connect to the service. The DROP, as the name implies, drops the packet without any warning to telnet users. Administrators can use their own discretion when using these targets; however, to avoid user confusion and attempts to continue connecting, the REJECT target is recommended.

Good guide to using IPTables.