After set up of the “linode” on I stared configuring the firewall (iptables). After writing down all my rules and tried to restart iptables but output like this:

$ service iptables restart
iptables: Flushing firewall rules:                         [  OK  ]
iptables: Setting chains to policy ACCEPT: security raw nat[FAILED]filter
iptables: Unloading modules:                               [  OK  ]
iptables: Applying firewall rules:                         [  OK  ]

After I quick research (google) I found an answer for that: here is the link

Looks like you need to add this patch to iptables init script:

echo -n $"${IPTABLES}: Setting chains to policy $policy: "
for i in $tables; do
    echo -n "$i "
    case "$i" in
+       security)
+           $IPTABLES -t filter -P INPUT $policy \
+               && $IPTABLES -t filter -P OUTPUT $policy \
+               && $IPTABLES -t filter -P FORWARD $policy \
+               || let ret+=1
+           ;;
            $IPTABLES -t raw -P PREROUTING $policy \
                && $IPTABLES -t raw -P OUTPUT $policy \
                || let ret+=1

Looks like this is a know bug in CentOS 6 in virtualiazed env.