For some reason, Debian can’t do “/etc/init.d/iptables save”. So, we have to fix something ourselves. I used this article as source, which also has some useful comments. Apparently, the iptables initscript used to exist…

To save, type:

iptables-save > /etc/iptables.rules

Make /etc/network/if-pre-up.d/iptables:

#!/bin/sh
iptables-restore < /etc/iptables.rules

Don’t forget to make it executable:

chmod +x /etc/network/if-pre-up.d/iptables