iptables not working - file missing?

I'm struggling getting iptables to work. If I execute the command 'iptables -L' I get this error message:

FATAL: Could not load /lib/modules/3.2.0-23-virtual/modules.dep: No such file or directory
iptables v1.4.12: can't initialize iptables table `filter': Table does not exist (do you need to insmod?)
Perhaps iptables or your kernel needs to be upgraded.

The file /lib/modules/3.2.0-23-virtual/modules.dep indeed isn't there. Is this my fault or is it perhaps missing in the OS template of the provider?

This is on Ubuntu 12.04 Server 64 bit.

Thanks