installing the source is like any other software that comes w/your distro. go into the control center, and i think it's under system, your looking for software management or something similar(working from memory bear w/me). once you find your software manager, there are some selection boxes at the top. you'll want to select available packages, or packages not installed. the sources should be listed under that selection.
for kde hot keys, check out kde control center > regional and accessibility > keyboard shortcuts.
for 2.6.x and alsa, ymmv. some folks have better luck w/oss drivers than alsa, some folks have better luck w/alsa. really depends on your sound card and setup. try adjusting your mixers to remedy the staic.
for editing lilo, simply open it in an editor of choice as root, make changes, save and exit. be certain of the kernels your removing, so as not to render your system useless.