Comment 2 for bug 503039

Thank you for using Ubuntu and taking the time to report a bug. I see the problem. It looks like you had ufw installed and then removed it (without purging) and then removed the /etc/ufw/* files (there are other situations where this can happen). To work around this simply do:
$ sudo cp /usr/share/ufw/before.rules /etc/ufw
$ sudo apt-get -f install

You could also purge then reinstall ufw with:
$ sudo apt-get remove --purge ufw
$ sudo apt-get install ufw