Fedora comes with a really basic graphical thing to configure the iptables firewall. It's under Main Menu > System Settings > Security Level. You should also be able to run it under KDE at a similar location. (The program executeable is redhat-config-securitylevel.)
Firestarter is a full featured firewall configuration tool. There are rpms at fedora.us, in the fedora-extras yum respository.