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I wanted to route my private PCs traffic through my VPS and set up my OpenVPN as fas as necessary but now I have the problem that I can't set iptables, since NAT support is disabled for my server's kernel. The command I would have used is

iptables -t nat -A POSTROUTING -s -o venet0:0 -j MASQUERADE

Now is there a way to implement the behaviour without NAT iptables rules?

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Depending on the traffic you're trying to push, maybe Squid? – cjc Dec 6 '12 at 21:18

It's possible you don't have the necessary modules loaded, try loading them with

modprobe nf_nat

modprobe ipt_MASQUERADE

If this doesn't work it shouldn't be terribly difficult to recompile your kernel with support for nat

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