ulogd is a handy add-on for netfilter/iptables which allows you to
have your firewall logs put somewhere besides the main system logs
Be sure to check the documentation in /usr/doc/ulogd-1.24

You get an init script free of charge: /etc/rc.d/rc.ulogd --
You'll just have to make it executable and call it from one of your
init scripts.  Also, be sure to have a look at /etc/ulogd.conf; 
it works fine with the default, but you might want to customize it...