As root, run vasm (or start vasm as regular user and select "super").
Network > firewall .
Here's an excerpt from the script (this bit actually goes into rc.firewall) that tells a bit of what it does:
## VASM's vfirewall modifies this script !!!
##
## This script will find and start firewall in the following order
## - user specified FIREWALL_SCRIPT variable
## - GuardDog (/etc/rc.firewall and /etc/rc.guidedog)
## - gShield (/etc/firewall/gShield.rc)
## - Firewall-Jay (/etc/firewall-jay/fw-jay)
## - the default VL firewall
##
## The default VL firewall is suitable for a workstation that allows:
## - all outputs from this machine
## - some inputs to this machine (domain, ssh, http)
## - optional ipmasquerading
##
## To enable ipmasquerading, specify the GREEN_NET.
## This machine should work as a gateway with the following configuration
##
## {RED}-----[gateway]------{GREEN}
##
## RED = The Internet
## GREEN = Your Intranet
The VectorLinux developers have utmost confidence in this method (another excerpt):
## Sufficient for home use, serving some casual clients.
## Not for a serious office !!!
## You cannot sue me for whatever reason regarding this script :P.
Actually, it does seem to work fairly well for its purpose. Regular users require more ports nowdays, so defaults probably won't do; select "open" from the firewall menu. Note that open uses radio boxes, so it can both open and close the listed ports.
There are other ways to do this, of course. One of them is probably VasmCC. I'm running light, which doesn't have VasmCC by default, so I don't know. For the other ways, I'm hoping you'll get other answers here when more people wake up.
To see what a menu item in vasm does, ls /sbin/v(menu item name here). If it's there, it's probably an sh script and you can read it. For example, ls /sbin/vfirewall shows it's there; open /sbin/vfirewall with leafpad, less, vi, or whatever.