The moment method is applied to the linearized Enskog-Boltzmann equation for a dense gas. Thus an enlarged set of equations of thermo-hydrodynamics is obtained which allows to go beyond ordinary hydrodynamics. The resulting expressions for the density dependent viscosity and heat conductivity coincide with those previously obtained with the help of the Chapman- Enskog solution procedure. In addition, however, the frequency dependence of the viscosity is treated and it is demonstrated that the thermal pressure does not vanish in a dense fluid