In order to use IP sets, you need the following sources

• linux kernel source code (version >= 3.11)
• source of ipset: ipset-7.21.tar.bz2 (sha512sum)

Please note, the ipset source supports kernels released by kernel.org. It may or may not work on distribution-specific kernel sources.

Read the ipset and iptables man pages before exploring the world of IP sets.