A mistake I come across often is confusing iptables with linux kernel firewall.
Even in articles, whose writers appear to have great knowledge on iptables tweaking and rule creation, the same mistake can be found.

OK, it is not a firewall, but what is it?
According to wiki (and me ):
iptables is a user space application program that allows a system administrator to configure the tables provided by the Linux kernel firewall (implemented as different Netfilter modules) and the chains and rules it stores.

It simply comes pre-installed with most linux/unix distos and requires elevated privilages.