SNX in Ubuntu 10.04

It seems that in Ubuntu 10.04 the tun module (which is used to create fake network interface) is compiled into the kernel instead of being a module as in Ubuntu 9.10. It results in error while running the snx command:

FATAL: Module tun not found.

This problem can be solved either by recompiling the kernel and setting the tun as a module (not to be compiled into the kernel itself) or by adding appropriate command to modprobe.

Just add

install tun /bin/true

to one of conf files in /etc/modprobe.d, or use the commands below:

echo -e "install tun /bin/true\n" > built-in.conf
sudo cp built-in.conf /etc/modprobe.d/

Thanks to Constantine Peresypkin and psorcerer for providing a solution.