I tried to install CSF to a linux machine running Cpanel.

I got the error:

RESULT: csf will not function on this server due to FATAL errors from missing modules [4]

As it turns out this is an openVz issue. I found this little page explaining what to do:

http://piyecarane.wordpress.com/2009/08/30/how-to-enable-csf-on-openvz-container/

I copy it here just in case this page disappear or something:

You do that on the HOST Operating System:

Modify IPTABLES_MODULES on /etc/sysconfig/iptables-config
 
IPTABLES_MODULES="ip_conntrack_netbios_ns ipt_conntrack ipt_LOG ipt_owner ipt_state ip_conntrack_ftp iptable_nat ip_nat_ftp ip_tables ipt_multiport iptable_filter ipt_limit"
 
then launch : service iptables restart
to restart iptables services
 
Then modify IPTABLES on /etc/vz/vz.conf
 
IPTABLES="ipt_REJECT ipt_tos ipt_limit ipt_multiport iptable_filter iptable_mangle ipt_TCPMSS ipt_tcpmss ipt_ttl ipt_length ipt_state iptable_nat ip_nat_ftp ip_tables ipt_conntrack ip_conntrack_ftp ipt_LOG ipt_owner"
then launch : /etc/init.d/vz restart