you need to recompile the iptables userland package, as it only compiles support for what it reads in the kernel config it finds.
so, a good way to do it is to patch-o-matic your kernel, do the make mrproper && make config && make dep on the kernel, then compile the iptables source. if you still have your patched kernel source around, just skip to iptables and point it to your kernel sources during make.
oh, and redhat uses a prefix of / (which is probably the best place for it), so be sure to set those variables as explained in the INSTALL file.
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