Is the fact that they offer so many different ways to do things. My concern in this case is that you used the tinyfirewall configuration first, then tried to alter the firewall with Bastille-firewall. I found when setting up my firewall that different config tools set up thier firewall configurations in different files. This could cause more problems than it solves.
There is a Xwindows program in Mandrake 8.0 that sets up network connection sharing (it's part of the suite of config tools that you find on the desktop) I use this to get the basic setup (which includes setting up a basic firewall) then I just tweek the script file it creates to get the results I want. It takes some delving into IPTABLES, but I think it's worth it to KNOW what you are blocking.
I'd give you more detail, but I'm still waiting for my server (as well as my furnature and most of my conforts of home) to get to my new location.