I think, but don't know for a fact, that if you don't specify a bridge interface in your config, you'll get a 'nat' address in your domU. I posted about it in my blog: http://yablog-%3Egary.blogspot.com/2007/12/xen-what-i-learned-today.html -- maybe that will get you on the right track?
thanks.
Gary, I don't have a single DomU yet, as soon as I install Xen and reboot, I lose all network connectivity so I haven't proceeded! Is what you describe applicable to the Dom0 in any way?
Thanks! jlc