I want jut remember you that your iptables rules are in memory, when your Linux system startup, any script will read your firewall rules from a config file.
Now, how to save my firewall rules?
iptables-save — dump iptables rules to stdout
iptables-save > file-with-rules
And please, keep in mind that we don’t have any standard location for this rules, each Linux distribution is doing this in a different way, in other cases they aren’t doing something and you as a sysadmin have a work to do.
But before say bay bay, I learn something today and I want to write it, when RedHat people talk about iptables save, they don’t refer to iptables, they talk about redhat init.d script called iptables (but is not from iptables):
/sbin/service iptables save
And they believe that iptables can save rules!!! is not their fault, is RedHat fault?