Iptables
See [1] for a quick guide.
Setting iptables to be saved on stop and restart
The configuration for iptables lives in /etc/sysconfig/iptables-config. Set the following parameters to 'yes':
IPTABLES_SAVE_ON_STOP="yes" IPTABLES_SAVE_ON_RESTART="yes"
(You can see what these parameters do in the /etc/init.d/iptables script.)