The official way to do this is cumbersome, if you ask me, if I have done this by living dangerously! As follows: iptables -L -v tells you what is running then edit the file /etc/sysconfig/iptables and then to restart the firewall do /etc/init.d/iptables restart then you can do the first command again to check it worked.
CentOS has some documentation on this at HowTos/Network/IPTables - CentOS Wiki however I believe this in effect wipes your firewall rules and recreates them, which is why I went for modifying the file. Another useful reference is iptables Control Scripts.