I have searched the forum and have not found a how-to for installing IP Chains or some other kind of firewall on plesk. Found plenty for ensim though. Can anyone give me some pointers on which firewall I should install and how to install it on plesk.

cmdinternet,
you've already got iptables installed. All you need is to configure it. read the "KISS My Firewall" section here

I still prefer Bastille firewall

If you want to install that the how-to for ensim in the how-to section works fine for plesk, just remember to add the port number for the plesk control panel to the configuration when you set it up!

Just one little note...you dont' want to use ipchains...use iptables...