I would recommend that you install the (say, Red Hat, if that's what you're using now...)
distro that uses [any...] 2.6 kernel first.
Then you can upgrade to a later 2.6 kernel as you wish.
There are a lot of fundamental changes between 2.4 and 2.6 that are tricky to accomplish, and fairly irreversible. (I say that from actual experience.
) It can be done, and I've done it, and frankly I wouldn't do it again. Let the distro upgrade process get you over that hurdle "automagically," then go from there.