If your firewall has not been configured yet, you will most probably have the page informing you of the fact. The page can also appear if you did misconfigure your firewall. The common way to misconfigure a firewall is to add or edit your own specific rules in the advanced mode and then switch to the normal mode without deleting these rules first.
At this point you will have to decide upon one of two basic strategies: to select the normal mode or to select the advanced mode: