OIC. Is it that the rule that u added is at command prompt when u logged in. But when u restart ur pc, the rule is gone?
Type this to check on the next start up: iptables -L -n
From wat i know, in certain distros, the rules that u add are temporary when u add it on that day. But when the next boot or restart, ur firewall script will be flushed (in otherwords it's reset to the default rules). In order to avoid this, create a text file and add the script and save it.
chmod +x to make it executable and load the script each time ur linux boots. U can alternatively, add the firewall rule into the boot up script (such as rc.local in /etc/rc.d directory) to run as well.