How to Setup CSF for cPanel VPS/OpenVZ Containers: "
OpenVZ comes with iptables (a linux firewall) and CSF tries to manipulate the rules of iptables when it installs.
However a VPS container does not have permissions to modify configuration settings on the physical server, it can only modify settings on the container.
As such, when you try to install CSF onto a VPS container without changing some important settings it won’t run, thus you get some colorful errors from CSF when you test it:"
'via Blog this'