You don't start iptables like Mozilla or any other program. You use it to change the current rules. In fact, it changes the kernel configuration.
When you reboot, your current rules are lost. That's normal. That's why you'll want to have so called firewalling script. It's just a list of commands with all your rules. If you add it to the starting scripts, it'll run every boot what results in rules set up as you wish when your computer boots.
How to make such script? Copy all your iptables commands to one file (in the forum you run them and in the right order) and save it for example as firewall.sh. Then you can run it from one of starting scripts (/etc/rc.local or use skeleton script you should be able to find somewhere in /etc/init.d to make it in such a form that you can pass commands like 'start' or 'stop'). If you choose to have it in the second form, copy your work to /etc/init.d (as 'firewall', for example) and then use system tools to register it as service and run at the runlevels you choose.
Was it clear enough? I'm not 100% sure it was..
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