Here is a
link that
you could have found by search Google for "compiling uBuntu kernel."
Before you start compiling your kernel, make a list of all the modules that are running right after booting your machine (assuming everything is working correctly). You need to make sure that you compile them as modules when creating your new kernel.
When you get to the point that you do
make menuconfig, you'll get a configuration menu. There will be some way (like pressing ?) of getting info for each choice available. There are many choices available relative to the CPU.
Don't be surprised if it doesn't work the first time. Just try again. Also, I like to edit my grub.conf (menu.lst) file before I reboot with the new kernel. That way if it doesn't work, I just reboot and select my previous kernel.