I'm assuming that you mean net-pf-[3-5], rather than just pf-[3-5].
Assuming that your system is otherwise working correctly, add the
following lines to /etc/conf.modules:
alias net-pf-3 off
alias net-pf-4 off
alias net-pf-5 off
What's happening, is that the system is seeing packets for various
networking protocols, and attempting to load modules to support them
(which weren't selected when your kernel was compiled). net-pf-3 is
ax25, net-pf-4 is ipx, and net-pf-5 is appletalk.
> Sep 24 16:49:02 debian modprobe: can't locate module pf-4
> Sep 24 16:49:02 debian modprobe: can't locate module pf-3
> Sep 24 16:49:02 debian modprobe: can't locate module pf-5
