LinuxQuestions.org - compiling iptables into custom kernel

I need to get iptables up and running on a server I am leasing. It's a Debian box (Sarge methinks) running 2.6.10. I need iptables for other things I want to do, and had no success getting it installed. After alot of googling, I found a thread on the boards here:
linuxquestions.org/questions/showthread.php?s=&threadid=293328&perpage=15&pagenumber=1

The server talked about in that thread is damn near identical to mine both in terms of hardware and configuration. I have no doubt in my mind that I lease from the same company he does.

I've read the thread though several times. He ended up having to put together a custom kernel and compile it. I hate asking for help, but I'm fairly new to Linux, and I'm very apprehensive about attempting something of this magnitude without guidance.

If anyone here has the time and inclination to help me understand what I'm doing, please let me know. I haven't yet gone past post #28 from that thread in terms of making changes to my machine.