have you checked your default policies?
iptables -P INPUT ACCEPT
iptables -P OUTPUT ACCEPT

but id prefer to disallow everthing then start allowing only the things i need

iptables -P INPUT DROP
iptables -P OUTPUT DROP
iptables -A INPUT -p tcp --dport 22 -j ACCEPT
iptables -A INPUT -p tcp --dport 3128 --tcp-flags SYN,FIN,ACK SYN -j ACCEPT