First, install the software.
To gain a greater understanding and for step-by-step help building a custom firewall, see the other tutorials. To have FireHOL guess the configuration for your machine, simply run:
firehol helpme > /tmp/firehol.conf
The purpose of the helpme feature is to give you a configuration file that you can modify to get an operational firewall quickly, especially if your firewalling and iptables knowledge is limited. This feature does not stop or alter the running firewall of your machine.
The output file must be edited before you use it, following the embedded instructions.