Netfilter.org is down atm...imagine that...
Anyway...don't get frustrated. Get educated.

Compiling is the act of taking code written in C, C++, ruby, fortran, cobol, etc. and making it into machine code that can be interpreted by the CPU (in short). Recompiling your kernel involves configuring your kernel and then compiling it again with those new/changed options.
Here's another good iptables howto:
http://www.linuxguruz.com/iptables/h...les-HOWTO.html
Any more questions that you have, just google. If need be, ask and we'll clarify.
