I am after better luck after doing the following:
1. Downloading the kernel .config file mentioned on the Ubuntu “initial network configuration page”
2. Running make menuconfig
3. Making sure the following items were selected
> Networking Support
> Networking Options
> Network Packet Filtering Framework (Netfilter)
> Core Netfilter Configuration
* FTP protocol support
* PPtP protocol support
* “TCPMSS” target support
* “conntrack” connection tracking match support
* “hashlimit” match support
* “helper” match support
* “iprange” address range match support
* “limit” match support
* “multiport” Multiple port match support
* IPsec “policy” match support
* “pkttype” packet type match support
* “state” match support
> IP: Netfilter Configuration
* REJECT target support NEW
* NETMAP target support
* REDIRECT target support
* Packet mangling
* raw table support (required for NOTRACK/TRACE)
4. Running “make -j4” to build the kernel
