Order (or just read more about) Linux Firewalls- Robert L. Ziegler
This is undoubtedly the best introductory security book I've read. Note that I specifically didn't say "best introductory Linux security book". Yes, the focus is on Linux, and the packet filter examples are all ipchains, but more than 99% of the advice and explanation here applies to any Unix system, and if your aim is to understand why and how you are filtering rather than just blindly typing in someone else's rules, this is the book.
This is a practical book: there are detailed explanations and specific examples given for the typical situations facing anyone with Internet access. More importantly, there are complete explanations of just about every service likely to be available on a Unix box, and the security implications of each.
As with several recent books, I note that at least one Amazon reviewer complained about typos. I noticed one, and that was just a pluralization in a context that should have been singular- hardly disturbing.

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Fri Jan 6 09:40:27 2006: Subject: Linux Security anonymous
Hello! What about a look upon http://asf3-firewall.de? There you get a good overview of howto reach sufficient security for Linux and the opp. to download an after its upgrades very good firewall named linfw3 and a program for flexible hd-cleaning klean under this OS!
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