Ubuntu and iptables loaded at boot time?

I've finally taken the plunge and put Ubuntu on my Linode. :P

I upgraded 4.10 (Warty) to 5.10 (Breezy). Non-event there. Cool.

But now, I'm wondering, how do you make your iptables rules automatically load at boot time with Ubuntu v5?

In v4, there was an iptables boot script, but doesn't seem to be there in v5, which I find a little odd? Should I create an init script and slap in a symlink for runlevel 3?

Mostly, I'm wondering if I'm somehow attacking this in the wrong way?