My linux system does not have the ip_tables kernel module, which I need for the openvpn server (for nat to work). Where can I download the source or binaries for that kernel module so I can modprobe ip_tables and use the iptables nat feature? I searched google and could not find a place to download kernel modules.
What distribution are you using? It's likely that the kernel module is already present on your system - you just need to load it. Once that's loaded, install the iptables userland binaries from your distro's package repository and you'll be all set.
Addition - if you must install without using your distro's package management system, you'll want to know that the iptables kernel module is part of the linux kernel distribution, and has been for quite some time. You'll need to figure out how to re-configure and re-compile your system's kernel and modules if you take this path. Again, I'd highly recommend against this, though.
What linux distro are you using. Though often called iptables the system is actually named netfilter.