I had the same problem. See my earlier message:
http://mail-index.netbsd.org/port-xen/2005/11/06/0001.html

On 04/03/06, Ray Phillips <r.phillips@jkmrc.com> wrote:
> This message appeared when trying to install grub:
>
> # grub-install /dev/ld0a
> Probing devices to guess BIOS drives. This may take a long time.
> /dev/ld0a does not have any corresponding BIOS drive.
> #