Content of /etc/conf.d/net:
modules="dhclient"
config_wan="dhcp"
dhcp_wan="release nodns nontp"

When trying to start network script:
# /etc/init.d/net.wan start
 * Bringing up interface wan
 *   dhcp ...
 *     Running dhclient ...
SIOCSIFADDR: No such device
nontp: unknown interface: No such device
nontp: unknown interface: No such device
SIOCSIFADDR: No such device
nodns: unknown interface: No such device
nodns: unknown interface: No such device
SIOCSIFADDR: No such device
release: unknown interface: No such device
release: unknown interface: No such device
 *     start-stop-daemon: failed to started `/sbin/dhclient'             [ !! ]
 * ERROR: net.wan failed to start * Caching service dependencies ...     [ ok ]