the "chain" on the end shoud be the name of the new chain. you might want to look at what is already in your iptables first with
im pretty sure all these action have to be done as root.
you can become root by typing
and entering your password.
or use sudo like this.
in the future you might want to try
most console applications/commands have build in help or man(manual) pages. There are also some great tutorials on the web about this subject.