It seems the most kernels(post v1) do support multicast by default or have CONFIG_IP_MULTICAST enabled while compiling. To check whether the compiled and running kernel subscribes to any multicast group, I would use netstat -g.
It seems the most kernels(post v1) do support multicast by default.
[root@centos module]# grep CONFIG_IP_MULTICAST /usr/src/kernels/2.6.18-274.7.1.el5-i686/.config
CONFIG_IP_MULTICAST=y
[root@centos module]# netstat -g
IPv6/IPv4 Group Memberships
Interface RefCnt Group
--------------- ------ ---------------------
lo 1 all-systems.mcast.net
eth0 1 224.0.0.251
eth0 1 all-systems.mcast.net
I see that eth0 interface on my host thinks its subscribed 224.0.0.251 basic mcast group . Also alternatively, if I ping the group or the network and then all the known multicast enabled host networks are returned to me, I would say multicast is working on the host.
Can you try netstat -g or cat /proc/net/igmp and see if it returns any groups on your host?