which modules are compiled in the current kernel?

Hello.

I have a Buffalo NAS based in arm: Feroceon-KW (Kirkwood), CPU 88fr131
(88f6282) 1.6 Ghz, 256 DDR2 and 1 USB 2.0.

Someone creates a firmware with Debian Squeeze 6 for this device to
improve the original.

Kernel doesn't have the iptables compiled in the kernel and I don't
load with modprobe.

Then I am thinking compile a new kernel with iptables/netfilter, but
this is the only modules that I would like to add to the new kernel
for this would be light/optimized. The main problem is to know which
modules are loaded in current kernel (lsmod??? I'm not sure) and which
I have to add.

PD: although I speak about a commercial device, I consider that it's a
linux general question, only add that info because there isn't some
file that it exists in normal distro.

Thanks.