I'm sorry I wasn't more verbose, I was in the middle of sorting 3 or 4 things myself with 8.04.
But there is 1 more problem you will have to deal with, the /var/run directory structure is wiped on every reboot so you will need to create /ver/run/fail2ban from within the init script with a check to see if it already exists.
Here is a snippet of the script where you can see the changes I made to get it to work.
DESC="authentication failure monitor"
# /var/run is emptied on reboot, need to create run directory on startup
if [ -d $FAIL2BANRUNDIR ]; then
echo "Directory '$FAIL2BANRUNDIR' already exists."
mkdir -p $FAIL2BANRUNDIR
# fail2ban-client is not a daemon itself but starts a daemon and
# loads its with configuration
# Ad-hoc way to parse out socket file name
SOCKFILE=`grep -h '^[^#]*socket *=' /etc/$NAME/$NAME.conf /etc/$NAME/$NAME.local 2>/dev/null \
| tail -n 1 | sed -e 's/.*socket *= *//g' -e 's/ *$//g'`
[ -z "$SOCKFILE" ] && SOCKFILE='/var/run/fail2ban/fail2ban.sock'