set up the filewall with netfilter/iptables under linux platform

Today,I encountered a problem.When I use "modprob ip_tables" command to loading module,It generates an error as follows:

modprobe: /etc/modprobe.d: No such file or directory
modprobe: module ip_tables not found
modprobe: failed to load module ip_tables: No such file or directory
iptables v1.3.5: can't initialize iptables table `mangle': iptables who? (do you need to insmod?)
Perhaps iptables or your kernel needs to be upgraded.

I find the answers that why is it go wrong online.

I cancel the network support item,then make.It has other error as follows:

drivers/built-in.o: In function `hard_init': undefined reference to `mii_check_gmii_support'
drivers/built-in.o: In function `hard_init': relocation truncated to fit: R_MIPS_26 against `mii_check_gmii_support'
drivers/built-in.o: In function `hard_init': undefined reference to `mii_check_gmii_support'
drivers/built-in.o: In function `hard_init': relocation truncated to fit: R_MIPS_26 against `mii_check_gmii_support'
drivers/built-in.o: In function `et_nway_reset':drivers/net/raeth/ra_ethtool.c:(.text+0x26a84): undefined reference to `mii_nway_restart'
:drivers/net/raeth/ra_ethtool.c:(.text+0x26a84): relocation truncated to fit: R_MIPS_26 against `mii_nway_restart'
drivers/built-in.o: In function `et_get_link':drivers/net/raeth/ra_ethtool.c:(.text+0x26a90): undefined reference to `mii_link_ok'
:drivers/net/raeth/ra_ethtool.c:(.text+0x26a90): relocation truncated to fit: R_MIPS_26 against `mii_link_ok'
drivers/built-in.o: In function `et_set_settings':drivers/net/raeth/ra_ethtool.c:(.text+0x26a9c): undefined reference to `mii_ethtool_sset'
:drivers/net/raeth/ra_ethtool.c:(.text+0x26a9c): relocation truncated to fit: R_MIPS_26 against `mii_ethtool_sset'
drivers/built-in.o: In function `et_get_settings':drivers/net/raeth/ra_ethtool.c:(.text+0x26ab0): undefined reference to `mii_ethtool_gset'
:drivers/net/raeth/ra_ethtool.c:(.text+0x26ab0): relocation truncated to fit: R_MIPS_26 against `mii_ethtool_gset'
make[1]: *** [vmlinux] Error 1
make[1]: Leaving directory `/root/ivansi/RaLink/RaLink3052/UbootVersion3.5/test/RT288x_SDK/source/linux-2.6.21.x'
make: *** [linux] Error 1

Beacuse I complie ”Ralink GMAC“ item as module,it generates error.Please make this item [*]Ralink GMAC