From the first page of the tutorial:
There are two ways to install Xen: install the binary package from the Xen website, or compile Xen and the Xen kernels from the sources.
The first way is easier, but it has the disadvantage that the domU kernel that comes with the binary package has no support for quota and iptables, both features that I need in my virtual machines (domU). Plus, the dom0 kernel has no support for the dummy network driver, which might come in handy for more advanced network setups.
Did you install Xen from the sources, or did you use the binary package?