The file you are looking for is:
Follow the instruction from the link below:
Next, make a link to the BUILD directory:
ln -s redhat/BUILD/kernel-2.6.9/linux-2.6.9/ linux-2.6.9
Finally, you can use the normal make commands to compile and install kernel:
That should do it. Also, check to see that grub.conf is set up the way you want.
Refer to http://www.mjmwired.net/resources/mjm-kernel-fc3.shtml