I noticed that the hp initrd created by the compaq smartstart includes the following kernel modules:
-rw-r--r-- 1 root root 78232 Feb 17 17:24 cciss.ko
-rw-r--r-- 1 root root 37916 Feb 17 17:24 dm-mirror.ko
-rw-r--r-- 1 root root 71532 Feb 17 17:24 dm-mod.ko
-rw-r--r-- 1 root root 25340 Feb 17 17:24 dm-snapshot.ko
-rw-r--r-- 1 root root 7952 Feb 17 17:24 dm-zero.ko
-rw-r--r-- 1 root root 140604 Feb 17 17:24 ext3.ko
-rw-r--r-- 1 root root 74864 Feb 17 17:24 jbd.ko
-rw-r--r-- 1 root root 148944 Feb 17 17:24 scsi_mod.ko
-rw-r--r-- 1 root root 24620 Feb 17 17:24 sd_mod.ko
Not sure what most of these are or if they are needed. When comparing the CentOS and OpenVZ kernel .config's, it would appear that the CentOS build compiles scsi support as a module whereas OpenVZ compiles it into the kernel.
One other small bit, I downloaded the cciss driver src rpm from sourceforge (http://sourceforge.net/projects/cciss/) and compiled a binary rpm, updated the openvz initrd to include the cciss.ko module, but still see the same.
# cd /usr/source/redhat/SPECS
# rpmbuild -bb cciss.spec
# rpm -Uhv --replacefiles /usr/src/redhat/RPMS/i386/cpq_cciss-2.6.14-7.i386.rpm
<update openvz initrd, include cciss.ko in lib and update init to do insmod>