I am following instructions to install some sw.
After adding a file to /etc/xinetd.d/, the next step is to reload xinetd.

I get a "failed" message:
# /etc/init.d/xinetd reload failed

Even if i remove the file i added, i still get the failed message.

How can i determine what is going wrong?

try this:

bash -x /etc/init.d/xinetd reload

It'd print out a detailed information of the execution

# bash -x /etc/init.d/xinetd reload
+ XINETD_BIN=/usr/sbin/xinetd
+ test -x /usr/sbin/xinetd
+ . /etc/rc.status
++ test -z '' -o -z ''
+++ exec
+++ stty size
+++ read L C
+++ echo LINES=24 COLUMNS=80
++ eval LINES=24 COLUMNS=80
+++ LINES=24
+++ COLUMNS=80
++ test 24 -eq 0
++ test 80 -eq 0
++ export LINES COLUMNS
++ case $PATH in
++ test -t 1 -a xterm '!=' raw -a xterm '!=' dumb
++ stty size
+++ echo -en '\033'
++ esc=$'\E'
++ extd=''
++ warn=''
++ done=''
++ attn=''
+++ echo -en '\017'
++ norm=''
+++ echo -en '\015 '
++ stat=' '
++ rc_done=' done'
++ rc_running=' running'
++ rc_failed=' failed'
++ rc_missed=' missing'
++ rc_skipped=' skipped'
++ rc_dead=' dead'
++ rc_unused=' unused'
++ rc_unknown=' failed''
++ rc_reset=''p='
++ rc_save=''
++ rc_restor'='
++ _rc_service=/etc/init.d/xinetd
++ _rc_status=0
++ _rc_status_all=0
++ _rc_todo=reload
++ test reload = status
++ test -n reload
+ rc_reset
+ _rc_status=0
+ _rc_status_all=0
+ rc_check
+ _rc_status_ret=0
+ test 0 -eq 0
+ test 0 -eq 0
+ return
+ return 0
+ case "$1" in
+ echo -n 'Reload INET services (xinetd).'
Reload INET services (xinetd).+ killproc -HUP /usr/sbin/xinetd
+ rc_status -v
+ rc_check
+ _rc_status_ret=7
+ test 7 -eq 0
+ _rc_status=7
+ test 7 -eq 0
+ _rc_status_all=7
+ return
+ test 7 -gt 7
+ _rc_status_ret=7
+ case "$_rc_todo" in
+ local i
+ for i in '"$@"'
+ case "$i" in
+ local vrt=
+ local out=1
+ local opt=en
+ test -n ''
+ opt=e
+ case "$_rc_status" in
+ vrt=' failed'
+ out=2
+ echo -e '' failed
failed
+ _rc_status=0
+ return 7
+ rc_exit
+ exit 7

So there is the step-by-step output.
I don't know how to interpret it.

there is nothing in /var/log/messages

i did this:

# /etc/init.d/xinetd stop
Shutting down xinetd: done
# /etc/init.d/xinetd start
Starting INET services. (xinetd) done

is this the same as reloading?

Yes. stop and start is equal to reload. The script is usually wrote this way.

Here is a problem. killproc -HUP /usr/sbin/xinetd returns 7...

This would require some more investigation...