WaterRoof is a “GUI”:Wikipedia:GUI front-end for the @ipfw@ firewall in Mac OS X. Its features include setting up dynamic rules, bandwidth management, NAT and port redirection.
It does not, however, work undernon-admin accounts – it does not use the system dialogs for privilege elevation, which means you must run it from an account with administration privileges (not the best calling card for a security tool, but apparently that’s being worked on).