The iptables (firewall) package in linux is very powerful and flexible .. it can be configured as per your needs. But it will require some expertise in iptables for set it up.
Take a look at IPcop or m0n0wall. They are 'arguably' easy to configure and (with enough tinkering) can become as powerful as a thousand-dollars Cisco firewall.
That could be possible because Linux has it's own feature of that , that you can easily perform in your system. But still you need to have advice of the experts on LInux.
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