You should list the modules you want automatically loaded in /etc/conf.d/modules. 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 (which is the driver for a specific 3Com network card family), edit the /etc/conf.d/modules file and enter the module name in it.

# nano -w /etc/conf.d/modules
modules_2_6="3c59x"

Continue the installation with Configuring your System.