The easiest way to start is to create a new Document Ctrl-n and use the Wizard to setup the basic rules for your new firewall. For a simple “Personal Firewall” the default configuration should be quiet usable as it is designed to let everything out of your Box (Table: Filter, Chain: OUTPUT, Target: ACCEPT) and only lets packets is that are related with connections you established.
This configuration is a good starting point for your firewall if you don't need any kind of routing or packet mangling because it deactivates the routing functionality in your kernel and only the filter table is used.
The Wizard can not be used to change an existing configuration it's simply made for setting up a basic ruleset that can be changed by using the “Rule Editor” and the “Chain Editor”.
For more complex rulesets as needed by routes or firewalls that protect a whole network, you need to use the “Advanced Interface” to setup the firewall. The document generated by the “Advanced Interface” is an empty ruleset! In other words there are no rules defined to filter any kind of packets.
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