[masraum]

Is this firewall a device that will be in the network, like a small box that traffic has to go through or is it a piece of software that's installed on a PC. If it's a firewall on a PC, then is this PC inside your network talking to other PCs but behind another firewall device. ie, if you have a home router, many home routers also have firewall functionality built in that can block the rest of the world from getting into a home network, or if this is a business/corp environment, then most businesses have a firewall of some sort keeping the rest of the world out of the business network. A piece of software that installs on a PC can be used as an additional layer of security or the only layer in either a home or business setting. Depending upon what the layout is, it will probably be setup differently.

Each type is useful and can perform similar but slightly different functions.

This may be useful.
http://en.wikipedia.org/wiki/List_of_TCP_and_UDP_port_numbers

The ports in TCP/UDP run from 0 - 65535. The first 1024 are supposed to be spoken for. So they should be standard. Anything above 1024 is pretty much fair game, but many of those have applications that have become de facto standards.

If you see traffic trying to come in or go out on 6346, then someone is trying to connect using a file sharing program.

Depending upon the layout of your network and what this PC is doing, it's probably a good idea to block ports 135, 137, 138, 139, and 445 both inbound and outbound. Those are commonly used to exploit Windows, but if this is on an internal lan and will be talking to other PCs on that lan, then you may need those ports for the PCs to talk to each other. If that's the case then you may need to allow those ports from a certain range of addresses but block them from others.