GUI tools to create (potentially complex) text files can be dangerous. For example, OSX uses FreeBSD ipfw as a firewall. A few years ago a number of vulnerabilities were found in the OSX GUI tool to manage this because it generated a "wrong" ipfw config file.
You have been warned
And, as pointed out, it's not that hard to create a basic pf setup. And you will learn more along the way
And if you have any problems/more specific questions, you can of course always ask them.