As an addition:
I think you´re mixing old ipchains and the "new" netfilter. Perhaps this pictures help you understanding.
ipchains: http://joerg.fruehbrodt.bei.t-online.de/pics/abb1_ipchains_ablaufdiagramm.jpg
netfilter: http://joerg.fruehbrodt.bei.t-online.de/pics/abb3_netfilter_ablaufdiagramm.jpg
As you can see the Output chain only is reached from pakets generated on the router. All forwarded pakets only see die Forward chain.
