>iptables -t mangle -A OUTPUT -p tcp -m tcp -m multiport -d 192.168.22.4 --dports 3307,3306 -j Out_RULE_2

returns 
FATAL: Could not load /lib/modules/2.6.26-2-openvz-amd64/modules.dep: No such file or directory
FATAL: Could not load /lib/modules/2.6.26-2-openvz-amd64/modules.dep: No such file or directory

>iptables -t mangle -A OUTPUT -p tcp -m tcp  -j Out_RULE_2

works out fine

>cat /proc/net/ip_tables_matches
udplite
udp
tcp
conntrack
conntrack
state
length
ttl
tcpmss
icmp
multiport
multiport
limit
tos
tos
dscp

Linux server05 2.6.26-2-openvz-amd64 #1 SMP Wed Aug 19 23:15:49 UTC 2009 x86_64 GNU/Linux

/etc/vz/vz.conf
## IPv4 iptables kernel modules
IPTABLES="ipt_REJECT ipt_tos ipt_TOS ipt_LOG ip_conntrack 
ipt_limit ipt_multiport iptable_filter iptable_mangle ipt_TCPMSS ipt_tcpmss ipt_ttl ipt_length ipt_state iptable_nat ip_nat_ftp"



>cat /proc/net/ip_tables_matches 
udplite
udp
tcp
conntrack
conntrack
state
length
ttl
tcpmss
icmp
multiport
multiport
limit
tos
tos
dscp


>lsmod
lsmod
Module                  Size  Used by
vzethdev               14720  0 
vznetdev               24456  2 
simfs                   8944  1 
vzrst                 123048  0 
vzcpt                 106424  0 
tun                    15492  2 vzrst,vzcpt
vzdquota               42868  1 [permanent]
vzmon                  31376  5 vzethdev,vznetdev,vzrst,vzcpt
vzdev                   7568  4 vzethdev,vznetdev,vzdquota,vzmon
acpi_cpufreq           11792  7 
cpufreq_userspace       8452  0 
cpufreq_ondemand       11792  1 
cpufreq_conservative    11784  0 
cpufreq_powersave       6400  0 
cpufreq_stats           9120  0 
xt_tcpudp               7680  20 
nf_conntrack_ipv6      22632  0 
ipv6                  296384  52 vzrst,vzcpt,vzmon,nf_conntrack_ipv6
nf_conntrack_proto_dccp    11916  0 
nf_conntrack_tftp       9748  0 
ts_kmp                  6272  5 
nf_conntrack_amanda     8832  0 
nf_conntrack_netlink    20864  0 
nfnetlink               8904  1 nf_conntrack_netlink
nf_conntrack_pptp      10756  0 
nf_conntrack_sip       23972  0 
nf_conntrack_sane       9764  0 
nf_conntrack_netbios_ns     7040  0 
nf_conntrack_proto_sctp    12428  0 
nf_conntrack_proto_udplite     8844  0 
nf_conntrack_proto_gre     9472  1 nf_conntrack_pptp
xt_conntrack            8704  0 
nf_conntrack_irc       10680  0 
nf_conntrack_h323      57168  0 
nf_nat_ftp              7296  0 
nf_conntrack_ftp       12728  1 nf_nat_ftp
iptable_nat            11652  1 
nf_nat                 22548  3 nf_conntrack_netlink,nf_nat_ftp,iptable_nat
xt_state                6656  46 
xt_length               6400  0 
ipt_ttl                 6144  0 
xt_tcpmss               6656  0 
xt_TCPMSS               8576  0 
iptable_mangle          8704  1 
iptable_filter          8320  2 
ip_tables              21776  3 iptable_nat,iptable_mangle,iptable_filter
xt_multiport            7424  5 
xt_limit                7172  0 
nf_conntrack_ipv4      24352  51 iptable_nat,nf_nat
nf_conntrack           82688  21 <snipped content>
ipt_LOG                10372  6 
xt_DSCP                 7808  0 
xt_dscp                 7168  0 
ipt_REJECT              7552  2 
x_tables               25736  15 <snipped content>
loop                   19340  0 
wmi                    11712  0 
snd_pcm                81928  0 
snd_timer              25744  1 snd_pcm
i2c_i801               13596  0 
snd                    63688  2 snd_pcm,snd_timer
soundcore              12064  1 snd
button                 11680  0 
snd_page_alloc         13072  1 snd_pcm
i2c_core               27936  1 i2c_i801
pcspkr                  7040  0 
evdev                  14208  0 
ext3                  124816  2 
jbd                    51240  1 ext3
mbcache                12804  1 ext3
dm_mirror              20608  0 
dm_log                 13956  1 dm_mirror
dm_snapshot            19400  0 
dm_mod                 58864  3 dm_mirror,dm_log,dm_snapshot
r8169                  31492  0 
ehci_hcd               36108  0 
uhci_hcd               25760  0 
sd_mod                 29376  8 
thermal                22688  0 
fan                     9352  0 
freq_table              9344  3 acpi_cpufreq,cpufreq_ondemand,cpufreq_stats
processor              42304  10 acpi_cpufreq,thermal
thermal_sys            17728  3 thermal,fan,processor
raid10                 23680  0 
raid456               125728  0 
async_xor               8448  1 raid456
async_memcpy            6912  1 raid456
async_tx               11764  3 raid456,async_xor,async_memcpy
xor                     9744  2 raid456,async_xor
raid1                  24192  3 
raid0                  10624  0 
md_mod                 80036  7 raid10,raid456,raid1,raid0
atiixp                  8324  0 [permanent]
ahci                   33036  6 
sata_nv                28680  0 
sata_sil               13192  0 
sata_via               13060  0 
libata                165600  4 ahci,sata_nv,sata_sil,sata_via
dock                   14112  1 libata
via82cxxx              12164  0 [permanent]
ide_core              128156  2 atiixp,via82cxxx
3w_9xxx                34948  0 
3w_xxxx                28064  0 
scsi_mod              161144  4 sd_mod,libata,3w_9xxx,3w_xxxx