These are the instructions I followed:
http://www.cae.wisc.edu/site/public/...les-installing
The last part is where I did the copying:
1. Get the iptables tarball containing all the needed files.
* To get the latest version of iptables go to netfilter.org
* Downloads are available at
http://www.netfilter.org/downloads.html
* The file should be named iptables-1.*.*.tar.bz2 where the asterisks represent the numbers of the latest version
* Save this file to a temporary directory, we will use /tmp in this example.
2.
Open a terminal window.
3. Change your directory to where you saved iptables by typing:
# cd /tmp
4. Uncompress the archive to the /usr/src directory by typing:
# tar -xvjf ./iptables-1.*.*.tar.bz2 -C /usr/src
where the asterisks represent the version number of the file you downloaded.
5. Change to the directory it created (typically iptables-1.*.*), by typing:
# cd /usr/src/iptables-1.*.*
6. Using the kernel directories above, type:
# /bin/sh -c make
7. To finish the install, type:
# /bin/sh -c make install
Iptables should now be installed. You can test the installation as described in the beginning of this section to see if it is working.
If the above install steps seemed to execute without any error, but typing:
# iptables -V
brings up an error, it is possible that the program did not install itself to the sbin directory. To fix this, type the following command from the iptables-1.*.* directory:
ComputerName:~# cp ./iptables /sbin