Having a decent Firewall on your Dedicated Server or VPS is a must and you should not proceed on moving your websites to your server without having one configured and fine tuned.
Among the best Software Firewalls around is ConfigServer Security & Firewall (CSF)
The following steps are the ones you need to follow and install your CSF Firewall on your Server.
Checking for Pre-Requisites
yum list installed perl
Usually perl is already installed on your cPanel/WHM Server, but in case it's not you can install perl with the following one line:
yum -y install perl
Downloading, Extracting and Installing CSF