Error message when entering iptables command (table does not exist)-Collection of common programming errors

I have been trying to install Spotify, but when logging in I get a message saying I have an error 101. This appears to be related to either my proxy settings or to my firewall. Following instructions from another similar question I’ve entered the following into a terminal iptables -L and it has returned this message which sounds a bit worrying!

FATAL: Error inserting ip_tables (/lib/modules/3.5.0-25-generic/kernel/net/ipv4/netfilter/ip_tables.ko): Operation not permitted
iptables v1.4.12: can't initialize iptables table `filter': Table does not exist (do you need to insmod?)
Perhaps iptables or your kernel needs to be upgraded.

Any idea’s what the solution is to both my apparent lack of firewall and to solving my ability to get into Spotify?