This tutorial will show you how to install config server security & firewall for cpanel, more can be found out about this script here: http://configserver.com/cp/csf.html (This is an opensource script)
Step one: rm -fv csf.tgz
Step two: wget http://www.configserver.com/free/csf.tgz (This is downloading the install files)
Step three: tar -zxvf csf.tgz (This will decompress/unzip the files ready to install)
Step four: cd csf (This is going into the directory were the install files are located)
Step five: sh install.sh (This will run the install script)
When done login to your web host manager root, scroll down to plugins. You will see config server firewall, click on there and start to config to your needs, also don't forget to change test from: 1 to : 0 and then enable and start the firewall.
Thats it, pretty simple.