What kind of problems are you having? I didn't have to set anything up with EeeXubuntu, everything worked right from the live image and after the install. It was the easiest one of everything I installed. I don't have an external CD/DVD, so I'm using a 4GB USB drive instead.
none now. i took the time to set it up. took longer because i'm more of a linux noob. the wiki is a lifesaver but didn't cover all my problems so i had to do more google searching. the only issue currently is the wifi range has been cut in half from what I had in XP. and judging from my mom's eee, the range on Xandros is just about as decent as XP's so i dunno what the problem is. but i'm in a small apt and my router reaches every corner of it (found that out with wavemon).
i set it up with an external CD drive i have laying around. i'd love to get a slim DVD burner though. maybe later.
one thing i have noticed though thats a major plus...eeeXubuntu runs A LOT cooler than XP or Xandros does. kind of odd but thats ok.
now that the 9" version has been announced i'll prolly sell this one before the new one comes out. i really need more screen space...having to Alt-Drag everything is really getting annoying.