Why Compile Xen when you can Yum or...

Sure, you can compile Xen, but you may want to use some of these resouces because they've done all the stability work for you:

CentOS (http://centos.org) -- Red Hat open source.  Its an old release of Xen (3.1 back ported to 3.0 at the time of this document), but it is stable.  Its working pretty well with Windows and many flavors of Linux at this point.

Gitco Yum Repository -- they've got 3.3.1 and 3.3.0 and they've got it for 64 and 3.3.1 for 32 bit processors.  It's a beautiful thing and will save you days of work.  Just plop the repo file into /etc/yum.repos.d:

64 bit 3.3.1 repo file:

# Name: RPM Repository for Red Hat Enterprise 5 - gitco
[gitco]
name = Red Hat Enterprise $releasever - gitco
baseurl = http://www.gitco.de/repo/xen3.3.1
enabled = 1
protect = 0
gpgcheck = 0

64 bit 3.3.0 repo file:

# Name: RPM Repository for Red Hat Enterprise 5 - gitco
[gitco]
name = Red Hat Enterprise $releasever - gitco
baseurl = http://www.gitco.de/repo/xen3.3.0
enabled = 1
protect = 0
gpgcheck = 0

32 bit repo file:

# Name: RPM Repository for Red Hat Enterprise 5 - gitco
[gitco]
name = Red Hat Enterprise $releasever - gitco
baseurl = http://www.gitco.de/linux/i386/centos/5/rpms_testing/
enabled = 1
protect = 0
gpgcheck = 0

then: