Hi,
You might look at this post:
http://www.linuxquestions.org/questi...?threadid=4621
I booted into the 2.2.20-idepci kernel, and got the same result with the ipchains -L command that you did. I looked at the config file for this kernel, and it has a line that says config_firewall=Y
I have never recompiled the 2.2.20-idepci kernel, and it is possible that there are other firewall options that can be configured into it. I do not know.
There may be more information in the Linux-Security Forum.
Good luck.