Sat Oct 02, 2010 10:46 pm
That means there's no route in the routing table for the target you are pinging.
That article only applies to traffic THROUGH the router (it marks in the prerouting chain, when you ping from the router those ICMP echo requests are in the output chain, which happens afterwards), and the only routes shown in the article are for packets with routing marks.
Install a default route ("/ip route add dst-address=0.0.0.0/0 gateway=gateway.IP.of.ISP") for all traffic not caught by the rules that mark packets for routing to fall through to. That includes pings from the router.
Read the packet flow page on the wiki until you understand how traffic flows through the router, the firewall filter and mangle manual pages also help. If you're going to route by policy it's important to understand what those rules are doing, and how they work.