Firewall for Local Machine

["Denis Serebro" <ds@xxxxxxxxxxx>]

  Hello,

  I'm writing application that catch connections from local host. 
  I try to use iptables for this. 
  
  I set up IP address of Gateway the same as IP address of local
machine.
  I also set up rule for NAT:

  /sbin/iptables \
           -t nat \
           -A PREROUTING \
           -p tcp \
           -i eth0 \
           -m multiport \
           -j REDIRECT \
           --destination ! 192.168.32.0/24 \
           --destination-ports 25,80,3128,110,119,143 \
           --to-ports 9001

  It is not work. Connection from local host to external host do not
forward.
  If I set up this host as gateway for remote machine it works fine.

  How could I forward connection from local host to predifined port on
local host ?

  Thanks in advance,
  Denis Serebro