did you say you have no idea about what to configure for security?
take a quick visit to
http://www.linuxguruz.org/iptables/ . and read the man page for iptables. There are lots of scripts posted on the site for configuring iptables; and for getting it going when you boot is a matter of adding the script to the boot scripts in /etc/init.d/rc.<number> -- not sure for mandrake. I use slackware, which has a different startup structure. Also, to be a little more safe, make sure "kernel autoloading" is turned off in the kernel (may require recompiling), this will keep the linux kernel from automaticaly loading a kernel module when it detects that it will need it. This also means you might have to play around with modprobe a bit to load all the necessary drivers for your computer, and add that (as another script) in the startup directory. Again, this is personal preference, but I don't like the idea of the kernel interfacing with my network card before I get a chance to put up the firewall. As an alternate to a butt tonne of typing, you can download fwbuilder and use a gui (KDE i think in this case) for configuring iptables. I haven't used it because my firewall setup is extensive, and it doesn't detect rules already in place. dunno why. anyway. The script I borrowed most heavily from is at
www.cs.princeton.edu/~jns/security/iptables .
It is well commented and very good for a quick and dirty tour of iptables. With very little tweaking it should run on your pute.
if you want more help, and even if the forums would be receptive, i could post my scripts here. It is quite extensive however, spanning several files (since i am trying to make it easier to configure on the fly).
Also, there is an extreemly extensive firewall script project known as "rc.firewall", but recently renamed "rcf".
http://rcf.mvlan.net:8080/ , however, this will almost definately require a kernel recompile if you are using kernel 2.4.x as it is written for the 2.2 kernel "ipchains". You can recompile the 2.4 kernel with support for ipchains or iptables, but not both. (you can even compile for ipfwadm -- kernel 2.0....)
but for the really quick, you can drop this line at a shell prompt:
this will prevent new connections to your box (telnet, ssh, ftp, etc).
the real question is: how much do you want to learn along the way?
-t.