How to Build an IPFW (Internet Protocol Firewall) on FreeBSD 4.x
First of all, you need to view the Current Kernel options.
pico /usr/src/sys/i386/conf/GENERIC
And see whether the Following lines exist

options IPFIREWALL
options IPFIREWALL_VERBOSE
options IPFIREWALL_VERBOSE_LIMIT=100
options IPDIVERT
options TCP_DROP_SYNFIN

If they doesn’t exist, you need to add these options and recompile the kernel.
This is how to configure and compile your kernel.
cd /usr/src/sys/i386/conf
cp [...]

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