Iptables will install by default. You just need to turn it on. The easiest way to do this is to open a terminal window and, as root, type:
ntsysv --level 2345
Scroll down to ipchains, hit the spacebar (so that there is no asterisk next to it), and then scroll down to iptables and make sure it has an asterisk.
The easiest way to reinitialize all this is to reboot. (7.2 has some funky scripting that won't initialize this change without a run-level change.) Once you've rebooted the system, type:
service iptables status
and you should see a list of the current table rules.
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