Лучше всего их прописывать в файле:

/etc/rc.local

Например, так:

# Drop all incoming traffic

/sbin/iptables -P INPUT DROP

# Drop all forwarded traffic

/sbin/iptables -P FORWARD DROP

# Allow all outgoing traffic

/sbin/iptables -P OUTPUT ACCEPT

# Allow returning packets

/sbin/iptables -A INPUT -m state --state RELATED,ESTABLISHED -j ACCEPT

# Allow incoming traffic on port 80 for web server

/sbin/iptables -A INPUT -p tcp -m tcp --dport 80 -j ACCEPT

# Allow local traffic

/sbin/iptables -A INPUT -i lo -j ACCEPT

# Allow incoming SSH on port 22

/sbin/iptables -A INPUT -p tcp -m tcp --dport 22 -j ACCEPT

# Allow ping

/sbin/iptables -A INPUT -p icmp -m icmp --icmp-type 8 -j ACCEPT