To add additional firewall rules via the DD-WRT web interface when there's no checkbox, navigate to web interface's section at [Administration] -> [Commands]
You should see a text box, there you can add individual iptables rules as if you were using the command line. Just save the command with the appropriate button labeled [Save Firewall]
I found this particularly useful for allowing a machine with a static IP ping a machine that drops ping requests. Here is the rule I added as an example
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