I have found an easier replacement for the default Pardus2008 firewall. (the problem is still not solved!)
The replacement is Firestarter from the contrib repository.
After installation it is in Pardus>Programs>Internet.
There is however a problem with this entry. It runs as user and not as root as required.
To solve this problem do:
1. Rightclick on Pardus>Programs>Internet>Firestarter and select 'Edit item'.
2. Mark the 'Run as different user' checkbox.
3. Put behind Username: root
4. Save and Close
Now it is possible to start and configure Firestarter.
For this wrong KDE entry I made the bug report: http://bugs.pardus.org.tr/show_bug.cgi?id=7918