В ядрах серий 2.4.0 и старше надо выбрать гораздо больше опций:
Networking options ---> [*] Network packet filtering (replaces ipchains) IP: Netfilter Configuration ---> . Userspace queueing via NETLINK (EXPERIMENTAL) IP tables support (required for filtering/masq/NAT) limit match support MAC address match support netfilter MARK match support Multiple port match support TOS match support Connection state match support Unclean match support (EXPERIMENTAL) Owner match support (EXPERIMENTAL) Packet filtering REJECT target support MIRROR target support (EXPERIMENTAL) Packet mangling TOS target support MARK target support LOG target support ipchains (2.2-style) support ipfwadm (2.0-style) support