IPtables/Firewall problem
 

I hav LFS on my box, and I have tried installing a firewall. This is the procedure I followed:
1. Rebuilt the kernel with the options it stated. The only difference was that in the sub-menu of Networking Options, IP: Netfilter Configuration, I picked every option. The book says to pick every option apart from ipchains (2.2-style) support and ipfw-adm (2.0-style) support, but these did not appear. My kernel version is 2.4.22.
2. Compiled and installed iptables, as per the book (make PREFIX=/usr, make PREFIX=/usr install)
3. Installed the firewall script into /etc/rc.d/init.d. A copy of this script can be found here:
http://danb.homelinux.org:81/books/b.../firewall.html
under the "Personal Firewal section". I removed all insmod lines, since I chose to built the kernel with all features enabled, not as modules.

Now, when I try to run /etc/rc.d/init.d/firewall, I get errors with iptables, and it says something like "you may need to update your kernel or iptables". I can't recall the exact error since I'm at work now, but that was the gist of it. The options I compiled into my kernel can also be found at the above link. I did everything recommended.
Has anyone else had similar problems?
Thanks
Guy

You need iptables to be installed. It is a separate tool for netfilter configuration

I did. That was step 2. It's a little bit smaller than the others, you possibly missed it. I'm not sure what version I have, but it's at least 1.2.6, and possibly 1.2.9