the configuration depends on what your computer is supposed to do.
Anyway start from this principle: “less permissions mean less problems” so you should have your first rule set to “deny all” then add the “allow” permissions accordingly.
Allow Internet browsing inbound-outbound (port 80 and 443)
Allow DNS traffic (port 53)
Allow FTP downloading (port 21)
…and so on.
So the first rule will deny everything except the rules that follow.
I hope this is clear enough, otherwise post the list of programs that you should use and I’ll suggest you a basic config.
I don’t think the McAfee SIG 3200 is a true firewall appliance. It is more like a content filter and has to be configured with signatures and appropriate heuristic settings to block malicious traffic. You should also have a device like an F5, Smoothwall, Cisco ASA or other firewall protecting your network. It is called security in depth and layers are best protection.