Security in Knoppix/Debian is pretty good on its own, not like "some other" OS - since Knoppix/Debian is in Unix/Linux, not many viri can attack it.

As for firewalls, sorry to report that Knoppix does not contain one, but you have a few choices, as will almost "anything" in Linux, many choices...

I installed GuardDog, you also can use FireStarter - but I prefer GuardDog - its easy to apt-get install, and once loaded, its easy to run - one of those "set it, and forget it" packages...

If I didn't see it loading during boot, I'd never know it was running...

Cuddles