Instructions for Mandrake 8.0 but I am sure they will work pretty much everywhere:
1. Download the kernel (I dled the gz file 25 megs)
2. Unpack it and put it in the /usr/src folder and it will create a folder called linux
3. At command prompt type "make menuconfig" if it says that "mcurses libraries not found" search in your distro cd or on the web for the ncurses.rpm and install it.
4. Pick the options that you want, like usb, file system, etc et, many to choose from.
5. Type in "make dep" (sit back and let it run)
6. Type in "make bzImage"
7. Type in "make modules"
8. Type in "make modules_install"
dam(presto)