In 10.4, if you had a custom firewall config running, the built-in firewall configuration was greyed out in the System Preferences. Now in Leopard this is not the case ... I haven't worked out what happens when you use both configurations, built-in and custom, but here's how you get your custom firewall back:
The result of the above firewall config is this when you run nmap against it:
However, nmap on the Mac itself against localhost looks like this: I guess the result is acceptable :).Mac OS X Hints
http://hints.macworld.com/article.php?story=20071102151607110