What model do you have??
If you have a firebox III (model 500, 700, 1000, for example), then you must use the software that came with your firewall. You had to install it to set up the firewall in the first place. Use the icon in the system tray to log in to the firewall. You can watch the traffic from Traffic Monitor. Denied packets are logged, and scroll on the traffic screen, by default. You can also go to "reports" and create a report to show whatever you want.
If you have a soho, it's a different story. You can send it to a WSEP host if you have one (the firebox III software), or you can do syslog if you have a unix box. I've never done it that way.
If it's a firebox II, I have no idea, I've never used one.
If you need more detail you'll have to tell us what model firewall you have.
Jennifer