What firewall can be used on a Self-Managed Server?
All Linux distributions have a netfilter utility, IPtables, which will enable a system administrator to set up a locally hosted, software based firewall on a Linux host. IPtables natively supports stateful packet inspection, packet filtering by MAC address, TCP header inspection and rate packet limiting.
Microsoft Windows servers
Microsoft Windows Servers come standard with a built in firewall that can be activated on the host at anytime. For more information and instructions to setup and manage the Windows Firewall, refer to Microsoft TechNet.