DNS - Firewall with Knoppix?

Hello, as the subject says, I`m trying to set up a DNS Server and a Firewall, both in the same machine at the same time or separate time, with Knoppix but I`m not sure if it`s the best alternative due to the lot of packages that it has installed, if it means security risks.
How could I config the DNS server and the Firewall, and at the same time minimize security risks?
In the other hand is there another GNU software that could be useful or more suitable for what I`m seeking, and that boots from CDROM or floppy disk?
Thk you very much since now.
Bst Rgs.

Pablo Zuccarino.