Win4Lin don't provide any Ubuntu kernels, and I didn't want to get one of their generic kernels and lose any Ubuntu goodness, so I went for patching the kernel myself. It failed to compile, however, until I found a thread on Ubuntu and Win4Lin which gave me this patch which fixes it.
However, it should be noted that I got this message on booting, which could well correspond to changes in the extra patch:
ACPI: Wakeup code way too big, S3 disabled
ACPI is to do with power management, so that message might be a concern for those running laptops (I haven't bothered to find out what it means).
Apart from that it's all working fine, and the Debian tools for kernel packaging are a dream, so it's all installed properly. I do like Debian, and to me Ubuntu is just Debian done right for the desktop — defaults set up for desktop users, all the right packages installed, and recent versions too.