To get ipset and iptables set module working, which means kernel modules as well, you need to install the following :
ipset, kernel headers and build essentials, you also need package named netfilter-extensions-source.
then run as root
module-assistant build netfilter-extensions-source
to test it simply run
ipset -N servers ipmap --network 192.168.0.0/16
yesterday i run true a weird situation. After installing fresh DomU with xen-image-create via debootstrap, I noticed that its ipbtales is not working giving the following:
WARNING: Could not open 'kernel/net/netfilter/x_tables.ko': No such file or directory
FATAL: Could not open 'kernel/net/ipv4/netfilter/ip_tables.ko': No such file or directory
iptables v1.3.6: can't initialize iptables table `filter': iptables who? (do you need to insmod?)
Perhaps iptables or your kernel needs to be upgraded.
anyway its very easy to fix and i just decided to share the info, just type a simple command:
depmod