Installing a firewall on Ubuntu

Ubuntu's desktop install provides a bunch of useful software for desktop users, but it doesn't install a firewall by default. Luckily, it's really simple to get a firewall up and running on Ubuntu. Frankly, I'm glad that the default install doesn't set up a firewall. Most of my computers live behind a firewall at all times anyway, and I've always been annoyed by installers that demand I deal with firewall questions when I've already got the situation well in hand. If I want a firewall on a machine, I can set one up on my own. Since Ubuntu is, in part, aimed at corporate desktops, a firewall is unnecessary for many installations.