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From help-file :

Firewall based classifier
CONFIG_NET_CLS_FW
  If you say Y here, you will be able to classify outgoing packets
  according to firewall criteria you specified.
 
  This code is also available as a module called cls_fw.o ( = code
  which can be inserted in and removed from the running kernel
  whenever you want). If you want to compile it as a module, say M
  here and read Documentation/modules.txt.