Ok, first a clarification, did you use the instructions from the Debian Wiki, or did you use the iptables-persistent package? They operate via different mechanisms. The Wiki page is basically describing a manually way of accomplishing what iptables-peristent does.
If you installed iptables-persistent, did you put your iptables rules in the file /etc/iptables/rules.v4 (as described in the iptables-persistent documentation)? If not, that's probably your issue. Try configuring your iptables rules the way you want them, and then run either:
iptables-save > /etc/iptables/rules.v4
or
/etc/init.d/iptables-persistent save
If you didn't use iptables-persistent, but copied the changes required by the Debian Wiki page, you'll need to show us the modifications you made to the files, the if-pre-up script you added, etc.
UPDATE: The iptables-persistent information above is for the package in wheezy (testing) and sid (unstable). For squeeze (stable), the file should be /etc/iptables/rules. Unfortunately, I don't have an easily accessible squeeze/stable based box, so I can't look closer at iptables-persistent on it right now.
Best Answer
I can think of a couple basic approaches.