CSF is picking this up, and from Googling it's kernel related, but isn't .dep for Debian? (running on CentOS5). Is this anything I should be worried about?

These are just warnings. You can ignore them, or run these to lines to quiet down modprobe:

mkdir -p /lib/modules/2.6.24.4-linode8
depmod -a

-Chris

modules.dep is a list of kernel module dependencies. It can't be loaded because it isn't there. It isn't there because you are using Linode's kernel, not the one from your distro.

mkdir /lib/modules/2.6.24.4-linode8 
depmod -a 

should fix it.

Edit: Gah - beaten to it by caker.

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/ Peter