You placed the question into the right place, no worries

Now as to the original question. The built in firewall in Fedora Core 2 is much safer than it's Windows equivalent, so you don't have to worry much. You'll best configure it to allow outgoing connection for the programs you know need access the internet, e.g. browser, email client, chat program etc.
Incoming connections should be blocked, unless you need something to get through, such as ftp or if you're hosting a website on the machine in question.
I hope this answers some of your thoughts.
Good luck