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Well,
I can tell you that my FAVORITE book on firewalls was the Cheswick and Bellovin book they wrote in the early 90's while they were working at AT&T. Internet Firewalls \(Repelling the Wiley Hacker\), pretty much a standard, most everyone has read it, and chapter 10 recounts an evening they spent watching the Gulf War on CNN and honeypot-ting a hacker. Most of the tricks are old, and teh tech is a bit out of date, but it is still a must read for the knowledge and the logic they use, amazing people.
Another good one was Wiley's Building Linux and OpenBSD firewalls, this one was a good basic firewall construction guide, pretty basic, but it covers some of the ideas behind firewalling quite well.
I would also go out and subscribe to the firewalls mailing list, they moved it a bit ago, just go to goole and look for the firewalls mailing list, it'll be the first link. If you don't want to give upp your mailbox to it, just read and browse the digests, these are really good, and usually very in depth.
That's a good start, if you're looking to go further, like testing firewalls, etc., I'd look into some serious stuff on the bpf and iptables construction and kernels in any system, since the packets are usually handled at that level and those packages are the major ones for BSD and Linux. You can get your hands into them and really look around.
loadc
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Yeah, I'd look for the Wiley book, that's the best "Get it up an running" book I've read off hand. I got it at B&N, there are a numbe ro fothers, and I'd be willing to bet that there is an excellent O'Reilly book for this, but I just didn't have the cash for the O'Reilly. I'd also get on the firewalls mailing list if you are going to be spending any serious amount of time on this little monster. They are a HUGE help and are usually very cordial to newbies. Depending upon what you want to do and what platform you choose there are other lists and such that concentrate strictly on walls from a specific discipline, I know there are bsd specific and Linux specific lists.
I'd also put some time into an IDS, your firewall is a good start, but your IDS can really be a life saver in the event of a break in, or just any sort of strangeness, we used Snort to find and root out the worm infected Win systems where I work.
I know this sounds like a mountain, and there is a lot ot take in when you start, but it's do-able, no doubt that I've seen some pretty non-technical people put together a reasonable firewall and security setup with just a bit of help and a lot of reading.
HTH,
loadc