I believe shorewall is installed as the firewall package (it's iptables-made-easy) by default with mandrake 9.1, check out the
shorewall website for more info. There's a great mailing list for shorewall too, with a very fast turnaround on shorewall problems.
To get things set up the way you want them
you should get acquainted with the shorewall documentation first. You will need to edit some of the shorewall configuration files to change the setup.
I'm not sure what version is installed with mandrake 9.1, open a terminal session and type:
rpm -qa|grep shorewall to find out. When you know the version that's installed you can read the appropriate section of the website.
I hope that helps.