Well, they had perceived knowledge of how the gate worked for a couple of years before Daniel worked out the point of origin thingy. So when the COTG mission started, and earth was actively being attacked through the gate, it would be easy to ask the boffins (who must be on short notice call-out, e.g. Fifth Race) for some way to prevent travel through an incoming gate.
The concept of "locking the door" is fairly simple, you just have to remember not to close it until AFTER the vortex (e.g. Touchstone or A Hundred Days). So - problem: a solid "door" that can be closed over the established, circular wormhole very quickly. A multi-leafed door is becoming easy to arrive at (even think 4-leafed a la most sci-fi), so for drama, an iris is the next thing on the list!
As for worrying about the goa'uld - as said above it is an easy idea: stop people coming by locking them out, and the goa'uld are real good at stealing good ideas, technology, or people!