Which programs/files are needed to set up and configure firewall rules?

[regency]

I am new to Linux and Ubuntu.

Besides iptables and netfilter, what other programs and files that I need to use in order to set up and configure firewall rules. My purpose is to force all outbound traffic through a certain software.

[kevdog]

I'm not sure iptables can do this. Iptables deals with port filtering, and packet redirection. I don't think it can direct packets to a specific software

[Ms. Daisy]

Are you trying to set up a proxy?

[regency]

I plan on installing OpenVPN and route all network traffic through the VPN tunnel. When the VPN connection drops, all network traffic to and from my computer will be instantly terminated.