I didn't see the exact save method, so make sure you are doing this:
iptables-save > /etc/iptables/iptables.rules
Then restart and it should keep whatever rules you created before the save.
Also the file I use to save rules is different, I'm not sure about ArchLinux, but in Ubuntu its here:
/etc/iptables.rules
One other question to ask is there anything else running that would modify iptables? e.g. Shorewall
