I believe they are asking about not included firewall but something additional. Am I right?each vps should have its on firewall if you use virtuzzo this is already included.
i thik you can use CSF or mod_secuiryt
We posted a basic firewall on our site, feel free to use it on any VPS:
http://www.vpsville.ca/forum/index.php?t=msg&th=48&start=0&S=ac1d5abe4378640680113031ea61bd5e