I was able to install Ubuntu 6.06.1 on Xen by putting the Ubuntu install CD in the CD drive of the Xen server. I got lost for a while because I didn't create the storage when initially setting up the VM. Once I actually made a disk, the install went okay. I've found a post saying that Ubuntu will start having errors and switch the disk to read-only, so I'll watch for that.

I still need to install the Xen tools...