iptables rules not persisting

["Zach Uram" <netrek@gmail.com>]

Hi,

I have a simple iptables firewall:

#!/bin/sh
iptables -A INPUT -i eth0 -m state --state INVALID,NEW -j DROP

I ran this as root and then verified the rules were applied with 'iptables -L'

So I left the ssh session and came back the next day and I once again
did 'iptables -L'
to check my rules and this time they were gone.

How can I make sure my rules persist always?

Zach