1) can I take out of the kernel such services as ftp, telnet, etc., without it affects me the functionality characteristic of the server? For example: I want to compile the kernel with the basic thing that specifies the transparent proxy.

ftp, telnet etc are ip based protocols, but you need your ip-support for the the transparent proxy. Ensure that no inetd and according daemon are running (killall inetd ftpd ect.) Use an simple iptables-set to realize the transparent proxy and to drop all other packets.

2) like I can know you to work and do minimum services specify the server that will have the firewall?

as above. set general INPUT policy to DROP or DENY and allow only the services you really need

3) to compile, is it necessary to answer the questions one for one? I am not able to -for example -, to modify a supposition file that contains the questions, and then that the utility characteristic of the compiler receives it as entrance parameter?

more easy: cd /usr/src/linux make menuconfig

I wait to have been clear and concise. Excuse my English.

Sure :O) Yours Michael