I don't actually have an /etc/modules.conf file in my Natty box, but I think what you would need to do is change /etc/initramfs-tools/modules to specify xen_netfront and xen_blkfront.
I don't actually have an /etc/modules.conf file in my Natty box, but I think what you would need to do is change /etc/initramfs- tools/modules to specify xen_netfront and xen_blkfront.