make-kpkg --initrd --revision=redplague.2 kernel_image kernel_headers module_image
dpkg -i linux-*.deb
mkinitramfs -o /boot/initrd.img-2.6.33 2.6.33
You don't need a lot of this. Unless you're going to remove your kernel source tree after installing the kernel, you don't need "kernel_headers". And, in general you don't need "module_image". When you install the kernel with "dpkg -i" the modules will be put in /lib/modules where they belong without that option.
Here is my kernel make script. Omit the concurrency if you have a single CPU. Note the "fakeroot" package, which needs to be installed so that you don't have to compile as the root userid. Unless you have something borked badly, dpkg will automatically update initramfs and grub.
fakeroot make-kpkg --append_to_version -k8 --revision=0.1 --initrd kernel_image
After that, use "dpkg -i" to install the kernel.
A couple of other comments. I would use the following command to copy your config. Note that those are backquotes. Cut and paste is probably a good idea if you don't know what a backquote is.
cp /boot/config-`uname -r` .config
Also, it's best to run "make oldconfig" before running "make menuconfig" or "make xconfig". New versions of the kernel often come with new options, and "make oldconfig" is probably the easiest way to get those options into your .config. You will have to answer a number of questions. Sometimes it's just easier to hold the enter key down and accept all the defaults and then go back with "make xconfig" and tweak it up the way you want it.