If you are new to firewalls and want an easy way to build the rules for your devices, you can use Firewall Builder. It can be installed on Linux, Windows and other platforms. You can download it from http://www.fwbuilder.org.
The key feature is an easy to use GUI-based firewall rules system. Firewall Builder can also compile the rules for various firewalls such as Cisco, IP Tables, IP FW and so on.
Using a command line to manage complex firewall rules is like peeling onions. It gets configured, but not without some pain!