iptables v1.3.6: can't initialize iptables table `nat': Table does not exist (do you need to insmod?)

/proc/modules:
nf_conntrack 45156 0 - Live 0xd084f000
ip_tables 9688 0 - Live 0xd083c000
x_tables 11268 1 ip_tables, Live 0xd0838000