Matrix:/boot# ls -al
total 11412
drwxrwxrwx 3 root root 4096 Apr 18 23:54 .
drwxr-xr-x 21 root root 4096 Apr 18 23:54 ..
-rw-r—r— 1 root root 1522427 Apr 18 18:57 System.map-2.6.38.2-grsec
lrwxrwxrwx 1 root root 1 Mar 4 03:24 boot ->/
-rw-r—r— 1 root root 115002 Apr 18 18:57 config-2.6.38.2-grsec
lrwxrwxrwx 1 root root 13 Apr 18 23:54 grsec ->vmlinuz-grsec
lrwxrwxrwx 1 root root 15 Apr 18 23:54 grsec.gz ->initramfs-grsec
drwxr-xr-x 2 root root 4096 Apr 20 10:44 grub
rw-rw-rw 1 root root 7854709 Apr 18 23:54 initramfs-2.6.38.2-grsec
lrwxrwxrwx 1 root root 24 Apr 18 23:54 initramfs-grsec -> initramfs-2.6.38.2-grsec
-rw-r—r— 1 root root 2157904 Apr 18 18:57 vmlinuz-2.6.38.2-grsec
lrwxrwxrwx 1 root root 22 Apr 18 23:54 vmlinuz-grsec -> vmlinuz-2.6.38.2-grsec

When I write /boot/grub/menu.lst, if I use vmlinuz-grsec and initramfs-grsec, everything is fine.
If I use grsec and grsec.gz, it seems something is wrong.

I am using a Xen PV Alpine and PV-GRUB

(from redmine: issue id 586, created on 2011-04-20, closed on 2017-04-07)