for Linux (Desktops) a firewall is not mandatory. vulnerabilities are actively fixed in the programs rather than relying on a firewall to plug all known holes (like windows)

The default Linux firewall is handles by iptables (http://en.wikipedia.org/wiki/Iptables). There are many Graphical frontends to aid users like Gufw https://help.ubuntu.com/community/Gufw

You probably already have one installed- just needs to be configured.
I don't use Ubuntu but from a quick search it appears that Ubuntu uses iptables (actual firewall and a pita to configure) + ufw -front end for iptables to simplify config.
Check to see if these are installed else I'm sure they're in your repositories.

Also would like to commend you for your persistence. I know- with the hundreds of distros out there- I wouldn't have wasted 4 months trying to get one to work. I would have tried to find one that liked my hardware better or wasn't broken out of the box.
Check out distrowatch.com

hth
harv

You can use this script shell for basic protection. Traffic from external networks is denied, but you can establish a new connection to any destination.

#!/bin/bash
# Clearing old rules
iptables -F
iptables -X
iptables -t nat -F
iptables -t nat -X
iptables -t mangle -F
iptables -t mangle -X
iptables -F INPUT
iptables -F FORWARD
iptables -F OUTPUT
# Security policy
iptables -P INPUT DROP
iptables -P FORWARD DROP
iptables -P OUTPUT DROP
# Rules for loopback
iptables -A INPUT -i lo -j ACCEPT
iptables -A FORWARD -o lo -j ACCEPT
iptables -A OUTPUT -o lo -j ACCEPT
# Rules for incoming traffic, allow only traffic from established connection
iptables -A INPUT -m state --state ESTABLISHED,RELATED -j ACCEPT
                                                                                                   
# Rules for outgoing traffic, allow to establish new traffic and allow traffic from established connection
iptables -A OUTPUT -m state --state NEW,ESTABLISHED,RELATED -j ACCEPT