iptables v1.4.21: can't initialize iptables table `nat': Permission denied (you must be root)

iptables v1.4.21: can't initialize iptables table `nat': Permission denied (you must be root)
Perhaps iptables or your kernel needs to be upgraded.

I'd like to make use of this command of yours - in particular to pass through to a proxy running on the host, but I can't get this to work - I get the above error. Can you help?
