I'd like to point out that my example isn't necessarily the best way of doing it.
I have it set up to allow everything by default and only deny what I don't want, so I can run various experimental services and not spend half any hour head scratching, before I remember that the port will be disabled by the firewall.
A much better setup for your average user is to put the default rule to deny, and then only accept the type of traffic they are likely to be using.
Of course you need to indentify what you are using, such as outgoing HTTP, SMTP, POP3, telnet, IRC and incoming FTP etc. Perhapse someone has written or would like to write such a script and make it available.