I think it would be great if the Pardus firewall shows a pop-up (see the above screenshot of Panda DesktopSecure for Linux) when a program tries to access the internet, asking whether you want to allow or deny that connection. I would also want to see an intrusion attempt warning.
Panda DesktopSecure for Linux does have an option to automatically allow common, known programs like Firefox to connect to the Internet, and you can set individual rules based on port, protocol and the like in the advanced settings.
There is also a network activity section where you can view all programs which have opened connection with internet. I know that the command "netstat" do a great job but the console doesn't look very friendly.http://files.myopera.com/marzeliv/files/pandanetact.png