Some kernel modules are maintained outside the kernel source tree, you need to build it after the kernel update, this is a summary for record:

• alsa-driver using the built-in ALSA dirver instead
• ndiswrapper the driver loader for bcm4306, now using bcm43xx in 2.6.17-r1
• cisco-vpnclient-3des Cisco VPN client
• splashutils Framebuffer splash
• spca5xx driver for the webcam

UPDATE RTFM. Gentoo provides a considerate tool to cope with this problem:
Build all the kernel modules, then

Once update the kernel, run

All the modules are rebuilt automatically.

Brillant!