You can use iptables-save and iptables-restore for it. You can save your firewall rules to a file like that:
Code:
iptables-save > /path/to/iptables.rules
Now you can transfer the file iptables.rules to another machine and setup your firewall there with the same rules as on the first machine:
Code:
iptables-restore < /path/to/iptables.rules
Peter