Make sure you followed all of the tests in Chapter 5 of the HOWTO.
You should use ipchains (mirror at Samba.org) to manipulate IP Masq and firewalling rules.
The standard IPAUTOFW and IPPORTFW port forwarders have been replaced by IPMASQADM. You'll need to apply these patches to the kernel, re-compile the kernel, compile the new IPMASQADM tool and then convert your old IPAUTOFW/IPPORTFW firewall rulesets to the new syntax. This is completely covered in Section 6.7.
Go through all setup and configuration again! Usually, it's just a typo or a simple mistake you are overlooking.