Installing a Firewall for Ubuntu 8.04 LTS - 9.04 and above.
Login with an Administrator account for Ubuntu.
Start Terminal by going to Applications>Accessories Terminal.

Type these commands in Terminal Command Prompt:
sudo ufw allow ssh/tcp
[sudo] password for USER:Your Admin. USER Password
sudo ufw logging on
sudo ufw enable
sudo ufw status
My Terminal Screen
johnson@johnson-desktop:~$ sudo ufw allow ssh/tcp
[sudo] password for johnson:
Rules updated
johnson@johnson-desktop:~$ sudo ufw logging on
Logging enabled
johnson@johnson-desktop:~$ sudo ufw enable
Firewall is active and enabled on system startup
johnson@johnson-desktop:~$ sudo ufw status
Status: active
To Action From
-- ------ ----
22/tcp ALLOW Anywhere

Source for more information on the firewall for Ubuntu https://wiki.ubuntu.com/UbuntuFirewall

