DiablosPet,
1__Check and make sure that support for IPTABLES has been compiled in to your kernel. (as root, 'cd /usr/src/linux' , 'make menuconfig')
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2__Do a 'whereis iptables', if not found then go to
www.iptables.org and download/install new version.
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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!!!
RJ :-)