Umm, on linux you just turn off the services you don't use and the port "closes" and no restart after you change them unlike other crummy OSs
You don't worry about trojans so no need for firewalls. If a trojan was running you would know it unlike some crummy OSs where you have to pay $$ to find out, then $$ to remove it and $$ for updates, make you feel kinda foolish doesn't it?
Most new clients will return your IP back and you can then use that to force your IP.
ZoneAlarm is a nice windows firewall, but why run a trashed O$ in the first place?