"You don't need to uninstall the firewall program - you just want to disable it. One method is to open the file /etc/rc.d/rc.local and comment out the lines that start the firewall."
http://www.murga-linux.com/puppy/viewtopic.php?p=444093#444093

For older Puppies there is this upgraded version using Gtkdialog 4
thread: http://murga-linux.com/puppy/viewtopic.php?search_id=1032789449&t=108403

Observation regarding firewall in old Puppies.
thread link: http://www.murga-linux.com/puppy/viewtopic.php?p=925646#925646

Peasy Firewall Monitor
http://murga-linux.com/puppy/viewtopic.php?search_id=1563370934&t=90654