Your problem might be to do with a ESTABLISHED, RELATED in you Input & Output Chains (i mean you may have to add them)
i have recently posted alot of Pre Writin scripts that will do all this for you ... :D if you wish you can look at them Posted all over the Netfilter Page from me ... or if ya want i can send you my Latest Script , which has alot of these examples for what you doing ... :D
