[CentOS] centos firewall?

>>>> How do I add 5900 to the centos firewall? How do I edit the conf
>>>> file?
>>
>>> You can get into a FW cfg screen (sort of gui - ncurses I beleive)  
>>> by
>>> running:
>>>
>>> # setup
>>
>> Hmm, after ssh'ing in, I run setup and nothing. a 'locate' turns up
>> nothing either..

> Yum install setup

So I thought too:

Updated: setup.noarch 0:2.5.58-4.el5
Complete!
[root at Server1 /]# setup
-bash: setup: command not found

There is something fundamental that I am missing and having never used  
CentOS is probably not helping.

-Jason