OK, I reinstalled the CentOS5 server this time more standard compliant 
The OpenSuSE precreated VE is running now, and I can ping to HN from VE and to VE from HN. Pinging to google.com from VE is not possible though.
Here are my new specs:
/sbin/ifconfig -a on HN:
eth0 Link encap:Ethernet HWaddr 00:C0:9F:45:88:12
inet addr:147.86.124.80 Bcast:147.86.127.255 Mask:255.255.252.0
inet6 addr: fe80::2c0:9fff:fe45:8812/64 Scope:Link
UP BROADCAST RUNNING MULTICAST MTU:1500 Metric:1
RX packets:1905 errors:0 dropped:0 overruns:0 frame:0
TX packets:1012 errors:0 dropped:0 overruns:0 carrier:0
collisions:0 txqueuelen:100
RX bytes:232625 (227.1 KiB) TX bytes:447344 (436.8 KiB)
Base address:0xece0 Memory:fe2e0000-fe300000
lo Link encap:Local Loopback
inet addr:127.0.0.1 Mask:255.0.0.0
inet6 addr: ::1/128 Scope:Host
UP LOOPBACK RUNNING MTU:16436 Metric:1
RX packets:0 errors:0 dropped:0 overruns:0 frame:0
TX packets:0 errors:0 dropped:0 overruns:0 carrier:0
collisions:0 txqueuelen:0
RX bytes:0 (0.0 b) TX bytes:0 (0.0 b)
sit0 Link encap:IPv6-in-IPv4
NOARP MTU:1480 Metric:1
RX packets:0 errors:0 dropped:0 overruns:0 frame:0
TX packets:0 errors:0 dropped:0 overruns:0 carrier:0
collisions:0 txqueuelen:0
RX bytes:0 (0.0 b) TX bytes:0 (0.0 b)
venet0 Link encap:UNSPEC HWaddr 00-00-00-00-00-00-00-00-00-00-00-00-00-00-00-00
UP BROADCAST POINTOPOINT RUNNING NOARP MTU:1500 Metric:1
RX packets:36 errors:0 dropped:0 overruns:0 frame:0
TX packets:29 errors:0 dropped:0 overruns:0 carrier:0
collisions:0 txqueuelen:0
RX bytes:1824 (1.7 KiB) TX bytes:2292 (2.2 KiB)
/sbin/ifconfig -a on VE:
lo Link encap:Local Loopback
inet addr:127.0.0.1 Mask:255.0.0.0
inet6 addr: ::1/128 Scope:Host
UP LOOPBACK RUNNING MTU:16436 Metric:1
RX packets:0 errors:0 dropped:0 overruns:0 frame:0
TX packets:0 errors:0 dropped:0 overruns:0 carrier:0
collisions:0 txqueuelen:0
RX bytes:0 (0.0 b) TX bytes:0 (0.0 b)
venet0 Link encap:UNSPEC HWaddr 00-00-00-00-00-00-00-00-00-00-00-00-00-00-00-00
inet addr:127.0.0.1 P-t-P:127.0.0.1 Bcast:0.0.0.0 Mask:255.255.255.255
UP BROADCAST POINTOPOINT RUNNING NOARP MTU:1500 Metric:1
RX packets:41 errors:0 dropped:0 overruns:0 frame:0
TX packets:48 errors:0 dropped:0 overruns:0 carrier:0
collisions:0 txqueuelen:0
RX bytes:3204 (3.1 Kb) TX bytes:2400 (2.3 Kb)
venet0:0 Link encap:UNSPEC HWaddr 00-00-00-00-00-00-00-00-00-00-00-00-00-00-00-00
inet addr:147.86.124.81 P-t-P:147.86.124.81 Bcast:0.0.0.0 Mask:255.255.255.255
UP BROADCAST POINTOPOINT RUNNING NOARP MTU:1500 Metric:1
route -n on VE:
Kernel IP routing table
Destination Gateway Genmask Flags Metric Ref Use Iface
192.0.2.0 0.0.0.0 255.255.255.0 U 0 0 0 venet0
127.0.0.0 0.0.0.0 255.0.0.0 U 0 0 0 lo
0.0.0.0 192.0.2.1 0.0.0.0 UG 0 0 0 venet0
route -n on HN:
Kernel IP routing table
Destination Gateway Genmask Flags Metric Ref Use Iface
147.86.124.81 0.0.0.0 255.255.255.255 UH 0 0 0 venet0
147.86.124.0 0.0.0.0 255.255.252.0 U 0 0 0 eth0
169.254.0.0 0.0.0.0 255.255.0.0 U 0 0 0 eth0
0.0.0.0 147.86.124.1 0.0.0.0 UG 0 0 0 eth0
iptables -L -vn on HN:
Chain INPUT (policy ACCEPT 0 packets, 0 bytes)
pkts bytes target prot opt in out source destination
1824 227K RH-Firewall-1-INPUT all -- * * 0.0.0.0/0 0.0.0.0/0
Chain FORWARD (policy ACCEPT 0 packets, 0 bytes)
pkts bytes target prot opt in out source destination
54 2688 RH-Firewall-1-INPUT all -- * * 0.0.0.0/0 0.0.0.0/0
Chain OUTPUT (policy ACCEPT 1352 packets, 466K bytes)
pkts bytes target prot opt in out source destination
Chain RH-Firewall-1-INPUT (2 references)
pkts bytes target prot opt in out source destination
0 0 ACCEPT all -- lo * 0.0.0.0/0 0.0.0.0/0
0 0 ACCEPT icmp -- * * 0.0.0.0/0 0.0.0.0/0 icmp type 255
0 0 ACCEPT esp -- * * 0.0.0.0/0 0.0.0.0/0
0 0 ACCEPT ah -- * * 0.0.0.0/0 0.0.0.0/0
0 0 ACCEPT udp -- * * 0.0.0.0/0 224.0.0.251 udp dpt:5353
0 0 ACCEPT udp -- * * 0.0.0.0/0 0.0.0.0/0 udp dpt:631
0 0 ACCEPT tcp -- * * 0.0.0.0/0 0.0.0.0/0 tcp dpt:631
1295 90004 ACCEPT all -- * * 0.0.0.0/0 0.0.0.0/0 state RELATED,ESTABLISHED
0 0 ACCEPT tcp -- * * 0.0.0.0/0 0.0.0.0/0 state NEW tcp dpt:10000
1 48 ACCEPT tcp -- * * 0.0.0.0/0 0.0.0.0/0 state NEW tcp dpt:22
582 139K REJECT all -- * * 0.0.0.0/0 0.0.0.0/0 reject-with icmp-host-prohibited
/etc/vz/conf/12481.conf
ONBOOT="yes"
# UBC parameters (in form of barrier:limit)
# Primary parameters
AVNUMPROC="40:40"
NUMPROC="65:65"
NUMTCPSOCK="80:80"
NUMOTHERSOCK="80:80"
VMGUARPAGES="6144:2147483647"
# Secondary parameters
KMEMSIZE="2752512:2936012"
TCPSNDBUF="319488:524288"
TCPRCVBUF="319488:524288"
OTHERSOCKBUF="132096:336896"
DGRAMRCVBUF="132096:132096"
OOMGUARPAGES="6144:2147483647"
# Auxiliary parameters
LOCKEDPAGES="32:32"
SHMPAGES="8192:8192"
PRIVVMPAGES="49152:53575"
NUMFILE="2048:2048"
NUMFLOCK="100:110"
NUMPTY="16:16"
NUMSIGINFO="256:256"
DCACHESIZE="1048576:1097728"
PHYSPAGES="0:2147483647"
NUMIPTENT="128:128"
# Disk quota parameters (in form of softlimit:hardlimit)
DISKSPACE="1048576:1153434"
DISKINODES="200000:220000"
QUOTATIME="0"
# CPU fair sheduler parameter
CPUUNITS="1000"
VE_ROOT="/vz/root/$VEID"
VE_PRIVATE="/vz/private/$VEID"
OSTEMPLATE="opensuse-10-i386-default"
ORIGIN_SAMPLE="vps.basic"
IP_ADDRESS="147.86.124.81"
IPTABLES="iptable_filter iptable_mangle ipt_limit ipt_multiport ipt_tos ipt_TOS ipt_REJECT ipt_TCPMSS ipt_tcpmss ipt_ttl ipt_LOG ipt_length ip_conntrack ip_conntrack_ftp ip_conntrack_irc ipt_conntrack ipt_state ipt_helper iptable_nat ip_nat_ftp ip_nat_irc ipt_REDIRECT"
/etc/vz/vz.conf:
## Global parameters
VIRTUOZZO=yes
LOCKDIR=/vz/lock
DUMPDIR=/vz/dump
VE0CPUUNITS=1000
## Logging parameters
LOGGING=yes
LOGFILE=/var/log/vzctl.log
LOG_LEVEL=0
VERBOSE=0
## Disk quota parameters
DISK_QUOTA=yes
VZFASTBOOT=no
# The name of the device whose ip address will be used as source ip for VE.
# By default automatically assigned.
#VE_ROUTE_SRC_DEV="eth0"
## Template parameters
TEMPLATE=/vz/template
## Defaults for VEs
VE_ROOT=/vz/root/$VEID
VE_PRIVATE=/vz/private/$VEID
CONFIGFILE="vps.basic"
DEF_OSTEMPLATE="fedora-core-4"
## Load vzwdog module
VZWDOG="no"
IPV6="no"
IPTABLES="ipt_REJECT ipt_tos ipt_limit ipt_multiport iptable_filter iptable_mangle ipt_TCPMSS ipt_tcpmss ipt_ttl ipt_length"
/etc/resolv.conf in VE
nameserver 147.86.80.20
nameserver 147.86.80.21
nameserver 208.67.222.222