*nix firewall setup

["jh" <hastain () sbcglobal net>]

I have a client who has MS proxy server 2.0 and a NAT firewall.  I have
already been able to exploit it.  I am recommending they get a regular
firewall put in place and dump all the rest.  They however dont want to
spend too much $$ on the project so I was thinking why ont a linux firewall?

Having never set one up before and only having a little knowledge of linux
where can I go to get a basic tutorial that just covers firewalls and linux.
I know there are a million pages of text out there on linux and firewalls
but i am under a slight time constraint and need a step by step with
explanations or something similar for now.

Any1 know of any sites or texts to get that would do this?

TIA

kenderkin