Setting up a basic, minimalist firewall on your server is easy with ufw (the "uncomplicated firewall").
The example here is for Ubuntu 9.04 Jaunty, but apart from the install should be similar on most Linuxes.
Install:
sudo apt-get install ufw
if you've moved ssh to a different port (a good idea), change both references to ssh below to that port number.
If you don't have webmin, remove the line that refers to port 10000, or if you've decided to move webmin to another port (again, a good idea), change it to that port.
sudo ufw allow ssh sudo ufw allow http sudo ufw allow 10000 sudo ufw limit ssh/tcp sudo ufw enable sudo ufw status verbose
Done.