New kernel probably doesn't have the module compiled in. Might have to modprobe it.
If you need it inside the VM, try putting the module in /etc/vz/vz.conf:
IPTABLES="ipt_REJECT ipt_REDIRECT ipt_tos ipt_limit ipt_multiport iptable_filter iptable_mangle ipt_TCPMSS ipt_tcpmss ipt_ttl ipt_length iptable_nat"