What is the best firewall for proxmox??

Is there anyone who can give me a working step-by-step manual of how to set up ufw on my Proxmox 3.0 server?
i already have it installed and working, but i need to know how to get my OpenVZ containers working.
At this moment i can only use VM's because they use their own virtual NIC's in stead of the OpenVZ containers.

I really hope that someone will take the time to help me with this ;-)

With kind regards,
Bas