You essentially just want to use the "patch" program at the command line.
If you have your 2.4.18 kernel in the /usr/src/linux/ directory, and you put the 2.4.19 patch in /usr/src/linux-patch-2.4.19 (after running "gunzip" on it -- I don't remember what the file is really called), you should be able to just "cd /usr/src/linux ; patch < ../linux-patch-2.4.19" and it should chug away, patching the sources for you!
Then you'll get to enjoy the process of building a custom kernel. Don't get too overwhelmed! Defaults are your friends. ;-)