Hi,
ufw provided in slitaz repos does not provide gui interface - it provides only a cli interface. I do not use ufw so cannot comment on the error you have come across.
On my system, I simply installed the package iptables from the repo and then configured two files, /etc/slitaz/firewall.conf and /etc/slitaz/firewall.sh to meet my requirements.
I. Edit firewall.conf to
1. set IPTABLES_RULES="yes"
2. if your local network address space is different to the default which is 192.168.0.0/24 and
3. if your default network interface is anything other than eth0 - otherwise you do not have to touch it.
Save the file.
II. Edit firewall.sh file and modify the iptables rules to fit your needs. If you are happy with the default settings or not sure how to edit iptables rules then leave it as it is as it will provide sufficient protection for most systems.
III. run /etc/init.d/firewall start
IV. run iptables -L command to make sure that your firewall rules are activated.
Hope this helps