I'm getting some errors in my xen logs and googling has turned up that it's related to iproute2.
I found through google that the key is to enable CONFIG_IP_ADVANCED_ROUTER=y in my kernel config. It turns out, that it is. This link provided more clues.
However, all of these options are enabled in my running kernel, but not as statically compiled modules but as Linux loadable kernel modules.
I'm guessing I just need to add the appropriate module names to /etc/modules
This is what I have in my running kernel config
CONFIG_NETFILTER_NETLINK=m
CONFIG_NETFILTER_NETLINK_QUEUE=m
CONFIG_NETFILTER_NETLINK_LOG=m
CONFIG_NF_CT_NETLINK=m
CONFIG_SCSI_NETLINK=y
CONFIG_IP_ADVANCED_ROUTER=y
CONFIG_NET_SCH_INGRESS=m
CONFIG_NET_SCHED=y
IP_MULTIPLE_TABLES=y
NETFILTER_XT_TARGET_MARK=m
What do I need to add to /etc/modules to get this working properly?