CONFIG_AXON_MSI is not available for thedefaultarchitecture x86.
Result is shown for architecture powerpc

CONFIG_AXON_MSI (not configurable)

modulename: axon_msi.ko

configname: CONFIG_AXON_MSI

Linux Kernel Configuration
└─>AXON_MSI
In linux kernel since version 2.6.30 (release Date: 2009-06-09)  
source code:
arch/powerpc/platforms/cell/axon_msi.c
depends
CONFIG_PCI_MSI
CONFIG_PPC_IBM_CELL_BLADE