Install mercurial (in gentoo "emerge mercurial"),
download source:
cd /tmp
hg clone http://xenbits.xensource.com/xen-unstable.hg
then compile the tools
cd xen-unstable.hg
make tools
("make help" lists all avaiable options)
the compiled xen-tools are now in the subfolder dist/install.
Parts of this info are from the source code of xen homepage