Because of the diverse needs of the U. community, there is no central firewall protecting computers. (Unless protected by a departmental firewall or other methods of protection, your computer is directly accessible from anywhere on the worldwide Internet). The University is protected by Network Filters (blocked ports; restricted to University staff).
The firewall included with the operating system/built into the operating system can be easier to manage.
Mac OS X
Use the OS X firewall (set more granular firewall rules on the Security & Privacy pane)
Advanced users- see Mac's packet filter utility, pfctl. From a terminal type “man pfctl"