A few links to documentation on host-based firewalls
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The official IPF Homepage: http://coombs.anu.edu.au/~avalon/ip-filter.html

The BSD Licensed packet filter, pf: http://www.benzedrine.cx/pf.html

A great document on how to build IPF Firewalls: http://www.linuxguruz.com/iptables

Connecting a Private Network to an ISP on Solaris: http://www.charvolant.org/~doug/network/index.html