I just woke up this morning and found a great comment on my blog introducing me to a promising new project by marcoscostales called gufw and he has taken his time to create a .deb package for us all. This application looks promising and can only get better with our suggestions.
So far 1200 people on Ubuntu Brainstorm voted for an application like this, see here
Features: Enable/disable Firewall via 1 click access
Deny all inbound/outbound connections with 1 click
Allow all inbound/outbound connections with 1 click
A nice allow/deny drop down box.
Easily add/remove firewall rules
Block ping replies to show up as having a stealth/invisible ip on the lan/inet
Download GuFw here
See here for updated packages
Double click the .deb file and click install.
You will find ufw with a nice shield icon via Applications->Internet->gufw
For support see here
Help improve this application by submitting bug reports and ideas here