The default options for iptables are very basic. Here is what you need to do in order to enable them in OpenVZ.
vi /etc/sysconfig/iptables-config
Edit the line as so:
IPTABLES_MODULES="ipt_REJECT ipt_tos ipt_TOS ipt_LOG ip_conntrack ipt_limit ipt_multiport iptable_filter iptable_mangle ipt_TCPMSS ipt_tcpmss ipt_ttl ipt_length ipt_state iptable_nat ip_nat_ftp"
vi /etc/sysconfig/vz
Edit the following line as so:
IPTABLES="ipt_REJECT ipt_tos ipt_TOS ipt_LOG ip_conntrack ipt_limit ipt_multiport iptable_filter iptable_mangle ipt_TCPMSS ipt_tcpms
s ipt_ttl ipt_length ipt_state iptable_nat ip_nat_ftp"
openvz, enable, iptables, modulesthe, default, modules, restart, vi, etc, sysconfig, config, edit, iptables_modules, quot, ipt_reject, ipt_tos, ipt_log, ip_conntrack, ipt_limit, ipt_multiport, iptable_filter, iptable_mangle, ipt_tcpmss, ipt_ttl, ipt_length, ipt_state, iptable_nat, ip_nat_ftp, vz, ipt_tcpms, container, node, enabled,