Comment 13 for bug 79182

Works in Ubuntu Karmic (9.10) by building the ipset module (package 'ipset_source') with module-assistant:

sudo -i
apt-get install ipset ipset_source
module-assistant prepare
module-assistant build ipset
module-assistant install ipset
exit

ip sets can then be created and used as per documentation. See http://ubuntuforums.org/showthread.php?t=1590923 for an example.