[Users] Firewall on HN or VE?

[Greg]

Hi,
 On one server setup with proxmox i intent to have 4 VE (web, dns, mysql, mail). I guess i'll have 1 IP for each VE. Concerning the
firewall i'm thinking of configuring iptables but my concern is to do it on HN or on each VE. I'm looking for best way to do it  so
your ideas are more than welcome. 
Thanks
Greg
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