Howto use gpe-shield (missing ip_tables module)

OZ/GPE 3.5.4.1.release C860 (boxer)

Hi all. I'm trying to use the network Shield (gpe-shield) to set up
iptables, but when I run it I get an error that either firewalling
isn't supported or I don't have access.

I get the same message when I run it via sudo from the command line so
it's not a permissions problem, but there I see the message 'module
ip_tables not found'. I've confirmed I have iptables installed
(1.3.3-rc3), but 'insmod ip_tables' can't find the module. The
iptables recommends kernel-module-ip-tables and
kernel-module-iptable-filter, but I can't find either of those
packages.  So it seems that the missing kernel module the problem, but
where can I find it?

Thanks in advance for any help.

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