I have modified the ProjectFiles rc.firewall script so that it can work in recent Linux distributions. Click here to get a copy. This was tested in Slackware64 14.0. To auto-run this in Slackware64 14.0, you can easily just copy the "rc.firewall2" script to "/etc/rc.d/rc.firewall", make the ownership "root:root", and make the permissions 755.
Here are the differences to the original ProjectFiles rc.firewall script:
# diff rc.firewall2 rc.firewall
< if (( `find /lib/modules/$(uname -r)/ -iname "*$1*.ko*" | cut -d/ -f5- | grep -c "$MODULE"` )); then --- > if (( `modprobe -l | grep -c "$MODULE"` )); then