If your linux computer is also your orkstation and is not connected to another network while you are connected to the Internet, select the Single System option.
If your linux computer connects a network of computers to the Internet, it is a gateway system. Further, if your internal systems cannot directly connect to the Internet and do not allow external systems to connect to them, they form a private internal network. RFC 1918, Address Allocation for Private Internets, specifies certain address ranges for use on private networks. This is the configuration the firewall generator is designed to support when you select the Gateway/Firewall option.
For most home and small office networks, a network in the Class C private address range is adequate. This includes network addresses from 192.168.0.0 to 192.168.255.255. By convention, the gateway system is normally given the first usable address on the selected network. Thus, if you select 192.168.50.0 for your internal network, you would normally assign the address 192.168.50.1 to the internal interface of the gateway computer.