I don't know if any of you out there are using the Guarddog firewall on your Linux boxes, but adding the 80+ ports required for SL needs a little workaround, unless you really want to enter those 80 ports one at a time.
To do this you need to find the file networkprotocoldb.xml, which is probably in /usr/share/apps/guarddog. Edit this file as root, and add the following XML. I'm not sure how important position is, as long as it forms valid XML. I've put mine in after the Half-Life definition. Don't forget to create a backup of the original rules file first!
<protocol name="secondlife">
<longname>Second Life</longname>
<description>Second Life online game</description>
<classification class="game"/>
<network>
<tcp source="client" dest="server">
<description>TCP Connection</description>
<source><port portnum="dynamic"/></source>
<dest><portrange start="12020" end="13050"/></dest>
</tcp>
<udp source="client" dest="server" direction="both">
<description>UDP Connection</description>
<source><port portnum="nonprivileged"/></source>
<dest><portrange start="12020" end="13050"/></dest>
</udp>
</network>
</protocol>
Now go into Guarddog as normal, and set the firewall rule to "allow" for Second Life.