If you would like us to assist further, please do as pschaff suggests and post the additional output more output
Also I would verify the following to make sure they haven't been tampered with
rpm -V kernel iptables iptables-ipv6
Other than this, I'm not to sure what to suggest. I haven't used iptables in a while. I thought this might be a quicky, but maybe not. If the above packages have been tampered with or damaged in some way, I would reinstall. My newly installed CentOS 6.2 allows me to add that rule even when the modules aren't loaded; ie the modules are auto-loaded. Admittedly I'm not running any virtualization software as I gather you might be from the venet device.
The only time I could replicate that error is when I used a chian that didn't exist.
If it is any help, my modules look like this:
nf_conntrack_ipv4 7694 1
nf_defrag_ipv4 1039 1 nf_conntrack_ipv4
nf_conntrack_ipv6 7207 2
nf_defrag_ipv6 9873 1 nf_conntrack_ipv6
xt_state 1064 3
nf_conntrack 65524 3 nf_conntrack_ipv4,nf_conntrack_ipv6,xt_state
ipv6 264641 28 cnic,ip6t_REJECT,nf_conntrack_ipv6,nf_defrag_ipv6