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How to set up a firewall on an dg834guk

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How to set up a firewall on an dg834guk

I currently run a McAfee software firewall on Windows ME PC with NAT on the modem/router. I'm about to take delivery of the above Netgear unit.

Can any one help to explain what ports I should allow and what I should block?
I have port and application security set on the McAfee software but to be honest this is more or less what the software defaulted to plus a bit of tinkering by me. I have a list of ports in use, registered by IANA.

My son uses a PS2 and this appears to receive UDP packets which I block at the moment and I don't know whether this is OK or not.

I also realise that I may be asking a "how long is a piece of string" question without providing a list of all my Internet using applications but general advice would be welcome. I want to set up the dg834g firewall as well as I can. At the moment I don't feel that I know enough to be sure that I have a reasonably secure firewall. :?