Debian 'ignores' /etc/network/if-pre-up.d/iptables

I want my iptables rules to automatically be loaded on startup. According to the wiki on Debian this can be done by placing a script with the name iptables in /etc/network/if-pre-up.d/ So I did, this is what it looks like:

cat /etc/network/if-pre-up.d/iptables 
#!/bin/sh
/sbin/iptables-restore < /etc/firewall/iptables.rules
/sbin/ip6tables-restore < /etc/firewall/ip6tables.rules

This script works: if I run it as root my firewall rules get applied. But on reboot there are no firewall rules. What am I doing wrong?

On request: the /etc/network/interfaces (I did not touch this file)

user@DebianVPS:~$ cat /etc/network/interfaces 
# This file describes the network interfaces available on your system
# and how to activate them. For more information, see interfaces(5).

# The loopback network interface
auto lo
iface lo inet loopback

# The primary network interface
allow-hotplug eth0
iface eth0 inet dhcp

Use the iptables-persistent package for this task.

Define your rules in /etc/iptables/rules.4 and /etc/iptables/rules.6 and don't forget to activate the service (using update-rc.d, chkconfig or you favourite tool.

This problem might be related to the permission bits of your script. What is the output of this command? Does it include your file?

run-parts --test /etc/network/if-pre-up.d