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What do you mean by "in my project"? Is this a homework question? Not that there's anything wrong with that, but it would help if you told us. What exactly are you trying to do?
The easiest way to upgrade kernels in Fedora is to use yum. Generally you should only compile one out of curiosity, or in the unusual case where the default kernel is missing something that you need.
If you really want to compile your own, I suggest going to a kernel.org mirror and downloading the one that you want. That way you shouldn't have to apply any patches by hand.
There are differences between 2.4 and 2.6 kernels. For most hardware that is more than a couple of years old either should work. If I was you I'd use a 2.6 kernel if possible though.
As for the problem you mention in your 4th question, there are several possible causes. I've not seen the exact error message so can't be sure exactly what's causing it, but it could be that you haven't included the IDE/SATA controller driver in the kernel, or you haven't included the filesystem that the root partition is on (compiled in, not just as a module), or it could be that your grub entry is wrong.
I find that the "unable to mount root vfs" problem is not occured when I try to compiling the kernel in FC5 on my own partition. However, this problem still occur when I install and compile FC1 and FC4 using VMWare. (I don't know why, but my final year project is not using VMWare, so it does not obstruct my project.)
If there is something that you don't need to be able to use immediately on boot, but want once you're up and running, then you should compile it as a module. Prime examples of these are sound cards and joysticks. They serve no useful function during the early stages of booting, so they don't need to be loaded.
It looks as though the kernel can't find your root partition. What do you mean "I need to compile the kernel in 3 harddisks respectively"? For a single Linux install, you only need to have one kernel, installed in your /boot folder or partition.