Originally Posted by MrDaniel

Depending on distro you may already have firewall installed, in Linux iptables is often used, check to see if that is installed and turned on. If not read in your distro howto how to turn it on!

Snort as mentioned is nice to use, but can produce a lot of information in an non-firewalled environment. Also keep an eye on your system log files if you are paranoid, /var/log is often the place to look in.

//Daniel