Citirx XenServer has a nice feature which lets you install a Linux directly from the repository. The one catch is that you have to get the URL right and if you don't you only get the error when you try and start up the VM. I've only tried out CentOS and Debian, the URL's for these distros are:
Note that since our host server is in Canada, I have used the Canadian mirrors. If you're using a different mirror, you'll have to replace the hostname with the hostname of your mirror.