First, if you are running Kubuntu you might prefer guarddog. Just a thought.
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Second you should NOT run firestarter all the time. Firestarter is a gui front end for your firewall, iptables. Once it is configured it remains configured even if you close firestarter or reboot.
Firestarter runs as root and is thus a security risk. Firestarter should NOT be used to monitor your network traffic.
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OK, if you want to run firestarter anyway, you need to configure sudo to allow you to run firestarter with no password. Sorry to be a pain about this, but I believe if you are going to configure sudo you should read and fully understand what you are doing.
See these links :
http://www.debian-administration.org/articles/33
http://www.gratisoft.us/sudo/man/sudoers.html
http://www.unixcities.com/sudo/index.html
If after looking at those links you have specific questions, feel free to ask.
One last thing, be sure to use visudo (which will call nano) to make changes.