Fedora firewall help

[Jason M Evans]

I am new to fedora list, so if I submitted this in the wrong place,
please correct me.

Would someone point me to a good tutorial or manual to learn how to set
up a good firewall with Linux?  I could just use my McAfee subscription,
if that would be just as good as manually configuring my IP tables. 
Just let me know, I don't mind doing it myself, I enjoy it, but I would
need to know how.  I have no idea. 

Also, is it possible to configure Ximian Evolution 1.4.5 to
automatically execute in one of my windows when starting Fedora?
Or, is it possible to configure Ximian Evolution to notify me when new
mail arrives without having the program running?

Thanks for your patience,

Jason.