Yeah, if you use the iptables-save binary you'd need to specify where to send the output. Example:
Code:
iptables-save > /etc/sysconfig/iptables
The "service iptables save" mentioned by
r3sistance seems like the most popular method to me (for Red Hat-based distros), though. BTW, I'm moving this to
Software, as it's not a security issue (at least not directly).