To build:

1. ./mkbuildtree
   NB. You can override paths to Xen sources and a (stub) XenLinux
       build tree via the XEN and XL environment variable.

2. make -C /path/to/kernel/build M=$PWD modules
   NB. This is your native kernel build tree (or a distro provided
       stub), not the XenLinux sources referred to in step 1.

You get four modules, xen-platform-pci.ko, xenbus.ko, xen-vbd.ko, and
xen-vnif.ko.  Load xen-platform-pci first, then xenbus, and then
whichever of xen-vbd and xen-vnif you happen to need.