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Introduction to Linux - A Hands on Guide
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1. I'd go with the alsa 0.9.x series. just get the newest build.
2. alsa does not require a recompile of the kernel - instead its a kernel patch the installs over your kernel- just follow the instructions
3. You will only need to recompile if you're missing modules. Do a "lsmod": you should find a soundcore module. If its not there, time for a recompile
4. If you'd like to recompile anyways - to optimize for hardwarre - then just do a search here and on google. there is a wealth of info on how to compile a kernel.
read this all the way through before trying to recompile there are parts that you can skip if they dont work...if you are just recompiling your old kernel skip directly to configuration, but also set up lilo to have two entries one for the old kernel and one for the new...almost as good as a boot disk but easier and you dont need to deal with floppys