Under the paranoid setting at least, gnome-lokkit always attempts to perform the open relay test through abuse.org This will fail under a number of circumstances, ranging from not being dialed up to an upstream router/firewall blocking port 25. While the rules seem to be left in a working state, the program should at least handle the relay test failing or being cancelled gracefully.
The rules are done before the test, so you can gracefully quit. I think that bit is a UI issue more than a bug as such. The trying relay test when it shouldnt case I can duplicate and will go and fix. The relay test times out if it cannot connect to mail abuse.org. mail-abuse itself should eventually timeout if the connect back fails. If not then I suspect its their bug but I need to code around it
Gnome Lokkit 0.41 released to fix this
Still fails (as expected), but does allow you to not performe the relaying at all, and fails and quits gracefully and quickly if it can't resolve.