iptables is the packet filter implemented on many unix platforms. Fedora Core uses iptables.

1. Defining Rules

Allow input via tcp on port 22 over the external interface "eth0":

bash# iptables -I INPUT -i eth0 -p tcp --destination-port 21 -j ACCEPT

2. Location

FC stores is iptables configuration in /etc/sysconfig/iptables

3. FC and saving iptables rules

To make a rule permenant, configure the rule with iptables and then
save them with the "iptables-save" command, redirecting the output
to /etc/sysconfig/iptables

bash# /sbin/iptables-save > /etc/sysconfig/iptables

4. IPTables for BitTorrent/Azureus

The following 2 iptables entries open port 6881 (the default bittorrent
port). The firewall configuration is presumed as single system (i.e.,
firewall runs on the same box as the bittorrent client). The external interface 
is assumed to be ppp0 

bash # iptables -I INPUT 1 -i ppp0 -p tcp --tcp-flags SYN,RST,ACK SYN --dport 6881 -m state --state NEW -j ACCEPT 
bash # iptables -I INPUT 1 -i ppp0 -p udp --dport 6881 -m state --state NEW -j ACCEPT

For NAT/Firewall configuration within Azureus, see the Azureus Wiki, and
specifically:

http://www.azureuswiki.com/index.php/Firewalling#Configuring_Iptables_.28Linux.29

For best results when downloading torrents, open the following tcp and udp
ports:
    Distributed DB torrent port: 6881
                    udp tracker: 6969
                TCP SSL Tracker: 7000

5. IPTables script generator

A script for iptables is available via http which allows configuration
options like opening ports and standard services (like ssh and etc). This
is available at:

http://easyfwgen.morizot.net/gen/index.php

6. IPTables documentation

There's a bunch of documentation around on iptables. See for example:

http://www.linuxguruz.com/iptables/howto/maniptables.htm
http://www.hackorama.com/network/portfwd.shtml