Thanks Michael,
But, the chain is already created by openvpn-as.
iptables -L shows the chain is already there (any many other chains)
Here is part of the output of iptables -L
[root@linux ~]# iptables -L
Chain INPUT (policy ACCEPT)
target prot opt source destination
AS0_WEBACCEPT all -- anywhere anywhere state RELATED,ESTABLISHED
AS0_WEBACCEPT tcp -- anywhere anywhere state NEW tcp dpt:943
AS0_ACCEPT all -- anywhere anywhere state RELATED,ESTABLISHED
AS0_ACCEPT all -- anywhere anywhere
AS0_IN_PRE all -- anywhere anywhere mark match 0x2000000/0x2000000
AS0_ACCEPT tcp -- anywhere anywhere state NEW tcp dpt:443
.....
Chain FORWARD (policy ACCEPT)
target prot opt source destination
AS0_ACCEPT all -- anywhere anywhere state RELATED,ESTABLISHED
AS0_IN_PRE all -- anywhere anywhere mark match 0x2000000/0x2000000
AS0_OUT_S2C all -- anywhere anywhere
Chain OUTPUT (policy ACCEPT)
target prot opt source destination
AS0_OUT_LOCAL all -- anywhere anywhere
Chain AS0_ACCEPT (4 references)
target prot opt source destination
ACCEPT all -- anywhere anywhere
Chain AS0_IN (4 references)
target prot opt source destination
ACCEPT all -- anywhere 5.5.0.1
ACCEPT all -- anywhere 10.0.0.0/24
AS0_IN_POST all -- anywhere anywhere
Chain AS0_IN_POST (1 references)
target prot opt source destination
AS0_OUT all -- anywhere anywhere
DROP all -- anywhere anywhere
Chain AS0_IN_PRE (2 references)
target prot opt source destination
AS0_IN all -- anywhere 5.5.0.0/20
AS0_IN all -- anywhere 192.168.0.0/16
AS0_IN all -- anywhere 172.16.0.0/12
AS0_IN all -- anywhere 10.0.0.0/8
ACCEPT all -- anywhere anywhere
Chain AS0_OUT (2 references)
target prot opt source destination
DROP all -- anywhere default
AS0_OUT_POST all -- anywhere anywhere
Chain AS0_OUT_LOCAL (1 references)
target prot opt source destination
DROP icmp -- anywhere anywhere icmp redirect
ACCEPT all -- anywhere anywhere
Chain AS0_OUT_POST (2 references)
target prot opt source destination
DROP all -- anywhere anywhere
Chain AS0_OUT_S2C (1 references)
target prot opt source destination
AS0_OUT all -- anywhere anywhere
Chain AS0_U_MZIAEI_OUT (0 references)
target prot opt source destination
ACCEPT all -- 5.5.0.0/20 anywhere
AS0_OUT_POST all -- anywhere anywhere
Chain AS0_WEBACCEPT (2 references)
target prot opt source destination
ACCEPT all -- anywhere anywhere
but if I specifically specify the chain name, then it fails!
[root@linux ~]# iptables -L ASO_ACCEPT
iptables: No chain/target/match by that name.