[sagher]

to use ufw you have to install the package first. its not available in default. here is some commands. how to install

sudo aptitude install ufw
or
sudo apt-get install ufw

then check the status..

sudo ufw status

and you will see.

Status: active

To Action From
-- ------ ----
22 ALLOW Anywhere

now just done with this command.

sudo ufw default allow incoming
and
sudo ufw default allow outgoing

sudo ufw enable

more helping ..

sudo ufw allow 25/tcp
sudo ufw allow 25/udp

hope it will be works for you