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You don't need to program anything, there's loads of firewalls that exist already
Gee thanks, how about sharing a few names???
As said you are ideally going to want something with 2 NIC - one for the internal (LAN facing) interface and one for the external (WAN facing interface).
You could probably get something working on the Pi - but it will be messy and probably won't perform very well.
Rather get a cheap 2nd hand machine - stick a second NIC into it and install something like PFSense onto it.
***roll eyes*** Then tell me what is the point of this forum?? Wise a$$
Unless he's going to use it for tinkering. I wouldn't use a Raspi in any real workload environment. They're cool little gadgets to build on but not the type of hardware you should depend on for high availability.