1__Check and make sure that support for IPTABLES has been compiled in to your kernel. (as root, 'cd /usr/src/linux' , 'make menuconfig')
2__Do a 'whereis iptables', if not found then go to www.iptables.org
and download/install new version.
3__If iptables is found, go to http://www.iptables.org/documentation/index.html.
There are some really good tutorials and starter configs there.
Let us know if this helps, Good Luck!!!