Firstly, welcome to the Linux community. If you are using Ubuntu then you are using Linux Well done on getting DHCP working.
Next up, I would agree with Gekkio above and suggest shorewall as the iptables/netfilter configuration utility of choice. No need to leave the safety of Ubuntu Linux. Just do
However, it seems you are new to the command line (which is the traditionally pure interface to Linux which you should grow accustomed to asap) and you may feel more comfortable with smoothwall
sudo apt-get install shorewall
I've never used it but believe it is newbie friendly.
sudo apt-get install smoothwall
However, shorewall has great resources at http://shorewall.net - read the Two-interface guide at that site and get cooking. All your requirements will be answered there. Patience is the key and has its rich rewards in the Linux environment. Ask lots of questions and remain descriptive as you are doing and soon you will know enough to help others.
Tim356 is totally right. Your problem now is routing - a fundamental networking concept which the shorewall documentation and two-interface guide will help you understand. Using smoothwall might make it easier but will not improve your understanding of what you're actually doing, so, another reason to choose shorewall.
report your progress here.