Is this the first time you have attempted to compile a kernel?
No, no, I
don't mean that in a "catty" way! It sounds to me like you don't know quite what you're doing here and you're seriously thrashing-about.
Let's assume that the pre-compiled kernel
isn't what you want to be using. Let's assume that you want to start with your existing (preferably 2.6) kernel ...
first, get back to
that. And then, let's assume that what this company has provided is a new kernel module that you want to be able to load. That should, I would presume, consist only of one single module, unless they are using some kind of a "patched" kernel.
(Note: I did not read their web-site too closely.)
So the first thing you should try to do is to get back to a stable, 2.6 based system
without their software. You will need the source-code tree
/usr/src/linux... corresponding to that kernel, because kernel-module compilation does need to refer to that. And then you're going to compile the module.
When the kernel module is successfully built, I expect that you should be able to load it dynamically (
modprobe) and test it without rebooting...
I see that they provide a
vmlinuz image, but .. who knows how they got it. Engineers tend to focus on the hardware, and if the stuff works on
their test-jig they tend to think that their job is through. Trouble is, a well-running Linux system consists of
the whole shebang: kernel, libraries, init-scripts, drivers for
their hardware and drivers for
yours. Try to simply dump a "vmlinuz from gawd-knows-where" and, yeah, a KP does not surprise me in the slightest.
The last page of their user-guide PDF seems to refer to how to integrate their code into a stock Linux, although the documentation was obviously written by an engineer.
Good luck. Now:
think like EEs do... 
If you don't have a pocket-protector, buy one before proceeding. Put tape on your glasses, wear pinstripe shirts of the wrong size, and (temporarily) disavow all social contact with the opposite sex...
