You should list the modules you want automatically loaded in /etc/modules.autoload.d/kernel-2.6. You can add extra options to the modules too if you want.

To view all available modules, run the following find command. Don't forget to substitute "<kernel version>" with the version of the kernel you just compiled:

# find /lib/modules/<kernel version>/ -type f -iname '*.o' -or -iname '*.ko' | less

For instance, to automatically load the 3c59x.ko module, edit the kernel-2.6 file and enter the module name in it.

# nano -w /etc/modules.autoload.d/kernel-2.6

3c59x

Continue the installation with Configuring your System.