To start, you probably need to rebuild your kernel for the server. You need to make sure that the following kernel options are turned on in addition to basic networking and everything else that you might need. If you've never built your own kernel before, read the Kernel HOWTO.
For 2.0 kernels:
CONFIG_FIREWALL
CONFIG_IP_FORWARD
CONFIG_IP_FIREWALL
CONFIG_IP_ROUTER
CONFIG_PPP
For 2.2 kernels:
CONFIG_FIREWALL
CONFIG_IP_ADVANCED_ROUTER
CONFIG_IP_FIREWALL
CONFIG_IP_ROUTER
CONFIG_PPP