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Edit: /usr/share/doc/iptables/html/NAT-HOWTO-8.html (1136B)

<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 3.2 Final//EN">
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 <TITLE>Linux 2.4 NAT HOWTO: Caveats on NAT</TITLE>
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<H2><A NAME="s8">8.</A> <A HREF="NAT-HOWTO.html#toc8">Caveats on NAT</A></H2>

<P>If you are doing NAT on a connection, all packets passing
<B>both</B> ways (in and out of the network) must pass through the
NAT'ed box, otherwise it won't work reliably.  In particular, the
connection tracking code reassembles fragments, which means that not
only will connection tracking not be reliable, but your packets may
not get through at all, as fragments will be withheld.</P>

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Linux 2.4 NAT HOWTO: Caveats on NAT Next Previous Contents

8. Caveats on NAT

If you are doing NAT on a connection, all packets passing both ways (in and out of the network) must pass through the NAT'ed box, otherwise it won't work reliably. In particular, the connection tracking code reassembles fragments, which means that not only will connection tracking not be reliable, but your packets may not get through at all, as fragments will be withheld.

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