I don't know your requirements, so take this post at face value. My suggestion would be to rethink whether Java is the best language for what you're trying to do. Firewalls are very close to the system - they are dealing with network resources andthey are dealing with sockets at the OS level. With Java, you're putting an extra layer between you and the system - the VM. I'm sure it's possible to write a Firewall application in Java, but you're starting off at a disadvantage because Java is further abstracted from the underlying system than pretty much any other language. Often that's good, but in your case it's a hinderence.
I would suggest using a language with less abstraction, like C or C++. Visual Basic wouldn't be a good ideabecause it's also not the preferred language for systems development, and it only runs on Windows. If you stick to standard C or C++ as much as possible and keep the OS- or hardware-dependent code in separate modules, then your code will be quite portable.
Good luck.
Jay
www.jayeckles.com
