Security is something that has to be taken into consideration when running a server. This helps to protect your website(s) or project(s) and keep malicious users at bay. Unfortunately, hackers are always going to be one-step ahead of IT Security Analysts and security flaws can only be patched when they're found, which is usually by those with a malicious intent. A firewall helps (though does not guarantee) to protect against a number of "things" on your server such as different types of attacks (i.e. Denial of Service).
CSF (ConfigServer Firewall) is one of the industry's favourite and most used software based firewalls and is installed on all of those VPS' at Hudson Valley Host that request a free security audit.
To install CSF, simply login to SSH (Secure Shell) as the root user and enter the following commands. You can simply copy and paste the below:
rm -fv csf.tgz; wget http://www.configserver.com/free/csf.tgz; tar -xzf csf.tgz; cd csf; sh install.sh