One of the biggest problems with installing Shorewall are all the conflicting Debian instructions and out dated instructions that cause people to tear their hair out. My main reason for replacing the UFW is that down the road I would like to get openVPN running and UFW has always had conflicts with it. So here is what I did to get just the 'Shoreline Universal' settings up and running today.
sudo apt-get install shorewall
sudo apt-get remove ufw,gufw
sudo cp /usr/share/doc/shorewall/examples/Universal/* /etc/shorewall/
sudo vi /etc/default/shorewall #change startup (startup=1)
sudo shorewall check #looks for errors
#error 43 params permission 640 fix with...
sudo chmod 644 params
sudo shorewall check #s/b ok now
sudo /etc/init.d/shorewall start
Note: It's a very good idea to do all of this off line after downloading 'Shorewall'.