Upgrading your Kernel is very closely related to getting your hardware to work. There's 2 routes you can go to get your hardware to work; testing with modules, or identifing just what chipsets your devices use and finding the driver (most likely already in the kernel source) needed to activiate the hardware.
First things first, download a Kernel.
Remember, major.minor.revision. 2.4.10, 2's the major version, 4's the minor, 10's the revision. I don't know if that's the official place holder names, but it serves it's purpose for immediate use.
Now that you understand that, find out what kernel version you have by issuing the command:
'uname -a'
You'll want to keep to the same major and minor versions of the kernel, though any revision will do (though as a general rule of thumb, the newer, the better and more driver support.)
Do you know how to use FTP? Good. ftp.us.kernel.org has an archive of most (all?) public linux kernels in existance. The path to them, I believe is.. /pub/kernels/linux/v2.x/, where x is your minor version.
Alright, when you download a kernel, you need to extract it. You'll wanna download the linux-2.x.x.tar.gz file. Put the file in your /usr/src directory, make a new directory called 2.x.x. Make a symbolic link (man ln, hint: ln -s <x> <y>) from /usr/src/linux to /usr/src/linux-2.x.x.
Now extract the linux-2.x.x.tar.gz file by issuing the command:
tar xzvf linux-2.x.x.tar.gz
x <extract>
z <gunzip, secondary compression>
v <verbose, see more shiz>
f <file, what file to fsck with>
Alright, now here's where you go to work and do some homework yourself. Read the INSTALL file located either in the /usr/src/linux directory, or in /usr/src/linux/Documentation (don't remember which.)
Since you're eager to learn,
http://www.tldp.org <== The Linux Documentation Project
HOWTOs (hosted on that site), other people, and first hand experience make up 100% of the knowledge I've gained over the years in Linux.
Happy Hacking.