For RH8, all from a commandline,do
up2date -i kernel-source
This will install the kernel sources/headers in the /usr/src/linux-2.4.18-26.8.0 directory. (There will also be a link /usr/src/linux-2.4 pointing to this directory.)
Make sure it is the same number as your running kernel. To check, do 'uname -r' for the running version
I have suggested doing up2date as you will need to do this for each kernel update that RH sends out, so you may as well start with the latest ones installed and running!
If you can't wait, use the package from the cds.
Download 20030106-i386-Linux.tar.gz into /usr/src and do
tar -zxvf 20030106-i386-Linux.tar.gz
This will make a directory /usr/src/dripkg.
Make sure Xwindows is off, eg do 'init 3'
Enter the dripkg directory and do './install.sh ' and say yes to everything.
There are a lot of popup messages which stop if you need to read them and input something.
You will mostly just push Enter...
This script will compile the new modules from the info in the kernel-sources. You will need to edit the other files directly as per the instructions