installing netfilter ipsets

[Pollywog <linux-debian@shadypond.com>]

I have a Sarge system on which I am installing ipsets, in order to use ipsets 
with Shorewall firewall.

I am following the instructions here:
http://ipset.netfilter.org/install.html

I downloaded the iptables source from the link on that page, but it doesn't 
say there whether I must remove the iptables package from my system before 
installing iptables as directed.  

Does anyone know whether I must remove the iptables package that is now on my 
system?

BTW I am compiling a kernel from kernel.org sources and it has been patched 
for ipsets using "Patch-o-matic"  The version is 2.6.17


8)