[Staffslug] Linux firewalls

Hello folks I'm relatively new to Linux. I switched from Windows 2000 to Ubuntu on my home PC about a month ago. I'm not getting on too bad with it so far. I'm trying to move it into our office more as well. We are soon to have a leased line installed to replace our ADSL and I was thinking it would be an ideal opportunity to install a Linux based firewall. I've downloaded and installed Endian Community edition. I can connect to the internet through it, although I haven't setup any of the firewall/filtering features yet. Has anyone any experience of setting up Endian? any tips? should I be looking at something else? Cheers Al