Who ever made up this rule that you have to reboot to load a kernel
module? I've loaded and unloaded kernel modules all the time without
rebooting. For instance, I've built netfilter kernel modules to add new
firewall capabilities, and and after making the module and making
install, a simple "modprobe <module_name>" is all that's required to
load it and start using the new fw rules. I've unloaded network card
drivers and loaded newer ones, etc and didn't have to reboot.

I've had nvidia cards for years. After installing the nvidia drivers,
all I had to do was log out of X and restart GDM and voila! accelerated
3D on my next login.

BTW I've used VB and VMware, and never had to reboot after building the
modules. Is this obligatory reboot some sort of new feature to make
linux more like windows?