"And another question: Is there a Debian equivalent to ZoneAlarm or Kerio Personal Firewall? I'm lazy and don't particularly want to learn the ins and outs of iptables/ipchains or whatever it's called, but I feel like I'm sort of naked without a firewall in Linux (even though I'm behind a NAT box)."

I like Bastille Linux hardening script. It does a lot more than firewalling your system (shutting down unnecessary services, etc) It also teaches you about network security at the same time for free.

apt-get update
apt-get install bastille perl-tk

As su or root:

InteractiveBastille

Follow the destructions.

more information:

http://www.bastille-linux.org