From LedHed's Wiki
Reference: http://ubuntuforums.org/showthread.php?t=57111
By default Ubuntu & Debian don't come with an IPTables init script (Bitch Moan ....)
There are many ways to load your IPTables rulesets.
This is one approach.
Overview
Add rules to your iptables via the command line.
Save the rulesets to a file for later use (To survive a reboot).
Launch an init script which loads the previously saved rulesets at given run-levels.
Adding Rules
For more info on adding IPTable Rules see [IPTable Basics]
Saving the Rulesets
iptables-save > /etc/default/iptables-rules
More to Come