http://sourceforge.net/apps/trac/ipcop/wiki
I never used any of these Firewalls before, but I read on a lot of forums and websites I found online which recommends these Firewall Linux distros. for securing your internet and network.
I might make a tutorial on Smoothwall, IPcop, and Devil-Linux when I have the time.
These Linux based Firewall operating system are best for corporate, or higher end users which need more flexiblity and security compared to the default firewall which comes bundled with most routers and operating systems.