http://www.linux.org.ru/jump-message.jsp?msgid=747602
#!/bin/bash
for table in INPUT OUTPUT FORWARD ; do
iptables -P $table DROP
done
iptables -F
iptables -A INPUT -p all -m state --state ESTABLISHED,RELATED -j ACCEPT
iptables -A INPUT -s 127.0.0.1 -d 127.0.0.1 -p ALL -j ACCEPT
iptables -A OUTPUT -p ALL -j ACCEPT