iptables v1.3.5: can't initialize iptables table `nat': Table does not exist (do you need to insmod?)
This solution applies to all other iptables modules/problems for OpenVZ, you'll just need to add them to both lists/lines below if you have modules other than what I have below.
The modules need to be enabled in both iptables and the OpenVZ hostnode itself and then the containers which need it must be restarted.
How To Enable IPTables Modules in OpenVZ........