I tried openwrt-wrt54g-squashfs-8.09.1.bin and could not find the "Firewall" section.
(It's under Administration->Network in 8.09)
LuCI 0.8.7.
I downgraded to 8.09 for now as I like forwarding ports and allowing external connections to my router.
Note to others in my situation: To downgrade to an older openwrt, you need to strip the first 32 bytes off of the *.bin file.
The easiest way is to do this from the linux command line:
dd if=penwrt-wrt54g-squashfs-8.09.bin of=penwrt-wrt54g-squashfs-8.09.trx -bs=32 skip=1
Then do:
less penwrt-wrt54g-squashfs-8.09.trx
and right at the very beginning you will see:
HDR0
and that means you're good to go. Otherwise, you cut too much or too little off, or it's the wrong kind of file or something.
-Jesse