setting up a firewall

This is like asking "Can anyone help me build a car?" Where do we start?

I assume from above you are talking about a software firewall product to be installed on the server in your question above? If so then you will need to identify a product that fits your needs.

What OS are you using on the server?
What is your price range?
What do you want the firewall to do (ie, firewall, AV, Proxy, Content filtering etc etc)?
How many users/connections are you expecting to go through this?
Is there anything special about the firewall you want to allow/reject such as VPN access/remote offices etc?

Once you have these, this will determine what products are available to you.

If you only want firewall functionality, then I personally would recommend a hardware product such as SonicWall. This will give you tighter security over software based products, as well as hardware acceleration and hardware data encryption (if required).
Software solutions are generally more flexible and can give you many other features, such as AV and content filtering plug-ins.
ClearSwift are very good, but costly.
MS ISA2004 is a good mid-ground product but not very feature rich
There are many Open Source products that are cheap/free but have limited support (apart from the user groups and forums).

Sorry to go on, but until you can supply some more requirements, the options are too varied to help.

Hope this helps
IPKON Networks Ltd

HI,

Propably looking at open source product , well just want to have some sort of protection using os base like linux other then windows, any recommendation?

regards

Above is open source..

thanks 1stITMAN