O'Reilly: Building Internet Firewalls, Second edition

It provides step-by-step explanations of how to design and install a firewall at your site and how to configure Internet services such as electronic mail, FTP, the World Wide Web, and others to work with a firewall. Firewalls are complex, though, and we can't boil everything down to simple rules. Too much depends on exactly what hardware, operating system, and networking you are using at your site, and what you want your users to be able to do and not do. We've tried to give you enough rules, examples, and resources here so you'll be able to do the rest on your own.