Ian Douglas:

The kernel I am using is 2.4.10 and I am wondering if this error message is hinting that ipchains has now been superseded. Is there a modern replacement for ipchains? If so then what is it and where could I find some info on setting it up to protect my PC?

Yes, there's iptables for 2.4.x (sure you can't upgrade from .10 yet?) and there should be guides to using it in pretty much the same places that tell you how to use ipchains for 2.2.x, I think.