in my /usr/src, I have
in /boot, there are the files
You never installed your new custom compiled kernel.
~$ cd /usr/src
~# dpkg -i kernel-image-2.4.25_MyKernel2.4.25.deb
Then you should see in /boot
with all the other files you already had there.
Grub is WAY easier to update with new kerneles.
after you install a new kernel you just need to do:
and you are done, but this is usually done automaticaly after you install your custom kernel image.