if modprob iptable_nat fails, it means there is no support in your kernel and the module is not installed on your system.
A quick google (http://meld.org/discussion/general-d...-montavista-40
) learned me that for monta vista, you have to copy the nec. files from somewhere.
for compile of the kernel, you need the sources
then enter the directory with the kernel sources
make menuconfig (if it exists on monta vista)
go through the netfilter options and enable the options for iptables, I think somewhere in device drivers / networking support.
and then compile the kernel and modules with
make && make modules_install
make install => move files to places in boot etc.