Angstrom Firewall not like other linux distributions

Hi,

I hope somebody can help me with BBB. I have been trying to use Angstrom as other linux distros, reading general iptables tutorials, like this:
https://help.ubuntu.com/community/IptablesHowTo

When I try to run any of this:
iptables -A INPUT -m conntrack --ctstate ESTABLISHED,RELATED -j ACCEPT
iptables -A INPUT -m state --state ESTABLISHED,RELATED -j ACCEPT

I get the following error:
iptables: No chain/target/match by that name.

When I try to run this:
iptables -I INPUT 5 -m limit --limit 5/min -j LOG --log-prefix "iptables denied: " --log-level 7

I get:
iptables: Index of insertion too big.

I searched in google the first error and found that this could be the cause:
No connection tracking support in the kernel
CONFIG_NETFILTER_XT_MATCH_STATE is not set
CONFIG_NF_CONNTRACK is not set

Do I have to switch to another linux distro or compile Angstrom?
If I decide to compile Angstrom, how can I change CONFIG_NETFILTER_XT_MATCH_STATE?

Thanks,

Paul

Have same issue.
Tried to NAT from tun0 to eth0 with no success.
iptables does not work on BBB with Angstrom Linux as expected.